Not a good idea keeping your coins in an exchange. To minimize the risks keep in a safe wallet wherein it cannot be hacked by others. The most important is keeping your private keys since hackers are everywhere. In an exchange I am not confident to keep coins since anytime it can be hacked.
Yes, keeping of coins on exchange site is not secure and no wallet is safe either if the wallet owner don't know how to set his/her browser, the email which should not be open and the anti virus ought to be use. What I'm try to say is that no wallet is safe if no human/user errors are avoid.