Aside from improvements with organization and environment separation when you separate the configuration from the code (and also not having to roll your own solution), one of the security risks is that you accidentally mix up binaries. You will think that will never happen until it happens.

A bigger security threat, I think, is that you have the private key both on your server and on your computer. It adds another location where you could mix up, hackers now have 2 possible attack targets, and it's more likely that your PC gets infected than your server. Either way, now, if your PC gets infected or your server gets hacked they will have the private key, while if you only have it on your server they won't necessarily have it when your PC gets infected.

The safest solution if you don't want to store the private key unencrypted is to generate an encrypted private key with openssl. You would however need to provide the encryption key every time you start the server. You will still have the unencrypted private key in RAM, but that's inevitable and also the case with your current method. The private key (even encrypted) should never leave the server.