PT1000 over distance, possible safety features

[Radiosonde]

Hello
For my home weather station I plan to utilise PT1000 RTDs , I would design a PCB with a SMD RTD on it which can slide in a already existing Thies sensor radiation shield, it would be connected via 4 wires over 20m of shielded cable.
For readout I plan to use an MAX31865, the datasheet insists in a 10nF capacitor mounted between the two sensing lines.
Should I place this capacitor on the PCB or on the readout board?
Are there any other suggestions regarding to necessary components directly at the RTD or can I leave it just like that?

Regards

[Siwastaja]

Next to the MAX31865, so it filters differential noise coupling to the wires, and also provides ESD protection.