I've created the PemUtils library that does exactly that. The code is available on GitHub and can be installed from NuGet:
PM> Install-Package PemUtils
or if you only want a DER converter:
PM> Install-Package DerConverter
Usage for reading a RSA key from PEM data:
using (var stream = File.OpenRead(path))
using (var reader = new PemReader(stream))
{
var rsaParameters = reader.ReadRsaKey();
// ...
}