No risk on anomaly, just time consuming?

I just started to play Stellaris and different from the youtube tutorials I saw, the current version (2.2.x) anomalies now have levels (from 1 to 10 in roman numerals so far for me). They are related to the level of the scientist investigating it. So a level 4 scientist will find it easy to investigate a level 1 anomaly.

My question is: There is no more "risk" involved in studying anomalies, right? Just how much time will be consumed based on the difference level of Anomaly vs Scientist level.

You are correct. From the wiki:

An anomaly is a feature of exploration in Stellaris. When a science ship scans a celestial body it may identify an anomaly that needs further investigation by the scientist on board. The higher the level of the scientist and the lower the level of the anomaly, the faster the anomaly is investigated.

Some anomalies themselves may present some risk (i.e. there is an anomaly that is a broken ship that explodes after your science ship investigates it), but the actual survey process itself will never "fail" or cause a problem.