Least risky: Jax (Heavy Weapons), Liu Kang (Dualist), Johnny Cage, Devorah, Tanya (Pyro) - most of the rushdown characters that rely on block string pressure more than mixup pressure feel pretty safe to me.
I think it's more on the player than the character. Characters that have crazy mixup options/ great combo starters are generally considered less safe, because most of their mixup options can be punished. However, they don't HAVE to use these options. Hellfire scorpion is a perfect example. Can be played extremely safe or extremely unsafe.