Physical Danger
The good news: the risks of this job are fairly low. The bad news: they can be pretty risky risks. Energy auditors are on their feet or active for about half their day, climbing and crawling around buildings. There is a danger of falling or getting shocked or hurt while conducting leak tests and examining insulation. It can get ugly up there in the crawl space.
However, the chances of all this happening are pretty slim. A little safety training and some common sense should give you all the protection you need.