$openssl pkcs12 -in /path/to/file_name.pfx -nocerts -out private_key_name.pem
If you want to remove the password from the private key file :
$openssl rsa -in private_key_name.pem -out new_private.pem
$openssl pkcs12 -in /path/to/file_name.pfx -nocerts -out private_key_name.pem
$openssl rsa -in private_key_name.pem -out new_private.pem