Operational Risk Management is an important aspect of current Supply Chain Management activities. Supply Chain Risk Management Systems involve at least risk identification, risk prioritization, and risk management. Risks in the pharmaceutical supply chain can affect not only the company's performance but also can affect human life. That is an important reason to manage risks in the chain. There are many approaches to supply chain risk management that focuses on operational risks. These approaches look to mitigate or eliminate the most critical risks in order to achieve the results that the chain expects. This paper presents a methodological approach using Ontologies and Fuzzy Quality Function Deployment (FQFD) to eliminate or mitigate the most important risks. Our proposal was applied to a pharmaceutical company in Colombia, particularly in the transport and storage of finished products for export. With this approach the company defined actions oriented to the most critical risks.