There would be, but it can be minimized. It would take a major mistake (or intentional action) to fail an orbital capture maneuver in such a way the asteroid would hit Earth instead. Most possible failures would just leave it hurtling through space, or orbiting the Earth in a suboptimal way. A correctly executed capture does not, at any point, pass through the state in which asteroid's trajectory would make it hit the planet - so one of the best mitigations would be designing the mission in such a way that engines fail safe, and any kind of deviation from mission parameters leads to engine shutdown.
Of course, the very capability of altering trajectory of asteroids creates risks of its own, similar to the capability of splitting atom.
As a lay person, this sounds kind of dangerous - wouldn't there be a risk of the rock hurtling towards earth and causing a huge impact?