Where can I find the private key?

If you do not know the private key you will have to renew the certificate and make sure to save the private key when generating the csr file. You can refer to section 4. INITIAL REQUEST (MS SYSTEM OWNER) of this document: https://sfc.ec.europa.eu/en/2021/sfc2021-pm-330-procedure-request-client-certificate .

Please send the new csr file to the MS Liaison Officer in charge of the user accounts for your country and fund(s) and ask to renew the certificate. If you do not know who to contact you can send an email at EC-SFC2021-INFO@ec.europa.eu  ,