"Injury" can be countable or uncountable depending on context. "An injury" refers to a specific injury to a specific individual. A person can even have multiple different injuries.
"Injury" is considered uncountable when it refers to a generalized condition in the abstract, like "Injury rates among workers", etc.
Since your sentence starts out, "if you deadlift the way you do, ...", you should probably say, "the risk of an injury ...", because you are talking about the risk of an injury to a specific person ("you").
However, if you were writing some kind of formal legal document, it might be better to write, "Deadlifting incorrectly can create a high risk of injury." That sentence is more generalized and impersonal.
But the difference is subtle, and your sentence is acceptable either way (with or without the article).