Yes there are risk. I'm by no means a doctor, or even well versed in this matter, but I do know that women on any form of birth control may still get pregnant. It's not as likely, but it can still happen.

If the birth control pill is taken correctly and doses are not missed, the chances are equivalent to the failure rate associate with the pill, anywhere from a 1-3% chance. As doses are missed or if a medication which decreases the efficacy is taken then the risk increases.

is she on the pill? the combined pill is 99.5% effective. the progestagen only (P-O-P) pill is 99% effective. if she is using it correctly, and taking it at the SAME TIME every day, then it is very, very safe to cum inside her