There is always a risk if your running Windows on a Mac, more so in Bootcamp as it has complete access to the hardware.
Just because most Windows malware is for Windows doesn't mean some will be made to also attack the Mac side.
Many Windows in Bootcamp users have come here and have some sort of trouble they can't boot the Mac side anymore, like something happened to it. (outside of firmware forgetting about OS X)
Unix file permissions don't mean squat if OS X isn't running. All Windows needs is MacDrive installed and it can read or altr OS X side files, so can malware.
If you don't need full hardware performance, you might want to consider a virtual machine and run Windows in OS X itself. The benefit here is you can revert Windows to a earlier "snapshot" in seconds, update Windows only from a totally clean copy so you never get malware.
Windows in BootCamp or Virtual Machine?