In a world fraught with uncertainty, it behooves us to consider the most disastrous possible outcomes, in order that we can best mitigate against them. Often these are extreme risk events – of high consequence, but low probability. Yet, the rarity of such events limits our ability to study them; there is a paucity of past occurrences to draw upon, and sampling such rare events from models is typically costly in time. Here, we introduce an approach for rare-event sampling based on quantum stochastic models. This integrates the memory advantages of quantum stochastic modelling – and its associated efficient means of preparing quantum sample states – with the `speed-ups’ of quantum amplitude amplification, to yield simultaneous reductions in spatial and temporal computational complexity compared to classical Monte Carlo-based approaches.