Crisis informatics has examined how institutions and individuals seek, communicate, and curate information in response to crises. The public's communication and perception of risks on social media remain understudied. In this study, we report a qualitative analysis of public perceptions of risks and risk management measures on Reddit during the Zika crisis, an emerging epidemic associated with high uncertainty regarding pathology, epidemiology, and broad consequences. We found two types of perceived risks: ones directly caused by the Zika virus, and ones potentially introduced by authorities' risk management measures. Risk perceptions unfolded along multiple dimensions beyond the imminent and personal level. Reddit users discussed in a speculative way to foresee various risks in the long run or at larger geographical scales. We discuss the multidimensionality and speculative nature of risk perception on social media, and derive implications for crisis informatics research and public health research and practice.