Mix espresso powder with 300 ml cold water. Cover and leave to cool overnight.
Pour the mixture through a coffee filter, drain well. Bring sugar and 250 ml water to the boil, simmer for about 5 minutes, mix with the coffee brew. Cut the vanilla pod lengthwise and scrape out the pulp. Add rum, vanilla pod and vanilla pulp to the coffee mixture, cover and let it rest for about 3 days.
Remove vanilla pod and fill liqueur into glass bottles.