Jailbreaking is unofficial so no iphone comes jailbroken unless a individual have purposely installed it. If sim-free iphone is a factory unlocked one as you implied in a comment, there is no direct relation and it does not come jailbroken at all. And never will.
As Brad said, even official apps have a good chance to be malware. But, granted, "unofficial" ones do have higher chance.
I'd say the biggest risk you have on jailbreaking, though, is leaving it open for some exploits. Two of the most common ones would be ssh root alpine and breaking through the lockcode.
And with not jailbreaking the biggest risk you have is connecting on unsecure wifi.
With jailbreaking you have the possibility of arming yourself with more tools both for exposing and fixing security holes so it all depends on how savy you are.
I would not use anything I don't deeply understand to store sensitive information, and it's not jailbreaking the main issue here. If you lose your iPhone, or someone steal it with the intent to steal information from it, you're basically screwed - specially if it's not jailbroken with heavy tweaks and customizations because it makes it all the easier to find exploits.
That's why Windows has so many malwares - because it's heavily used worldwide and most people will use it with default configurations - so it's way spread out with more people trying to break it and sharing information on how to do it.
I hope you get the point.