I guess you are implying it could be a scam. Well it definitely doesn't feel like one.
I'd say there are risks and they include
1) not being able to close positions in time. During the massive bubble Bitfinex lost its connection to MtGox (along with everyone else due to MtGox lag) - the website ate its losses. And they've made major changes to address this.
2) getting hacked.
3) regulation. They are working on getting registered in Hong Kong.
So what's the situation with them now? I took a look at their site but it seems to be in "beta" mode which means alot of the features of the platform have no documentation at all. Oh, the biggest risk of all is them closing down and walking away with peoples BTC and cash. Not that #1-#3 aren't issues but they aren't the biggest one.