Makeup is an entirely unnatural phenomenon and no makeup product can claim to be 100-per-cent safe. Even those that don't have carcinogens may use ingredients that can cause allergic reactions, irritation or photosensitivity. Or they may use ingredients deemed safe simply because there are no safety data for them.
However, some manufacturers have shown a commitment to formulating cosmetic products that are as low in known toxins as possible. These include Neways, Dr Hauschka, Aveda and Aubrey in the US. But since not every product in these lines is completely benign, there is no substitute for reading the labels and learning what the safer ingredients are.
Look for natural waxes like beeswax and carnauba, plant oils, vitamin E and iron oxides, and more natural powders based on cornstarch, kaolin and silk. Make sure these are the main (if not only) ingredients, and not simply added to pay lip service to the idea of 'natural'.