Note: This is my personal opinion as someone interested in security. I am not an expert, nor have any qualification under my name.
Possible security Risk:
I believe by you having a DMZ-ed SSH server is a security risk as DMZ-ed server means firewall will simply pass any unknown / not explicitly blocked connection attempt to that server, which mean that server is prone to probing, and worst case, attack.
Have you considered having VPN server within your LAN? This way you can remove the DMZ, and still access behind your LAN via a secure tunnel with VPN.
Pro: VPN allows secure, encrypted connection from internet to your LAN. If you have VPN, you won't need DMZ - which means hopefully it will be more secure for you.
Con: VPN server can be difficult to set up, or require money to set up, and adding another layer of complexity for IT management.
And having all your eggs in 1 basket (all your secure SSH keys in your laptop) is not exactly the best way (Scenario: If you lose your laptop) - but you can always have a full disk encryption with TrueCrypt or other software so if your laptop ever leave your hand, at least your data will be fully encrypted and no bad guys can attempt to abuse those data.
If you don't have the resources / time to invest on VPN - If you have some existing NAS box (Synology, QNAP, or other brand) they may have VPN server as a module that you can download for very easy installation and set up (this is true for Synology that I owned and personally tested).
Or if VPN is truly not possible (due to whatever reason) - then perhaps consider a remote support software?
(GotoAssist, TeamViewer, Logmein to name a few).
Install the client on a machine you trust inside your LAN, and simply connect to that machine from the internet. And then using that machine as your jumping point, you can SSH everywhere, as if you are sitting in front of the machine inside your LAN.
Pro: You can keep your SSH keys in a PC INSIDE your LAN. Secured behind your corporate firewall.
Con: A 3rd party software is required to allow the connection from Internet into your LAN. And the software may cost money.
Personal experience: TeamViewer is definitely very easy to use, and free for personal use. And also TeamViewer has an option to connect via VPN (Unfortunately I have not personally tested this, but I have seen the option to install VPN driver) - added benefit of securing your connection.
Hope this helps.