It took me a while to find my privileges - this was the first time I had needed to look at them. I has assumed that they would be accessible from "Activity" tab of my profile, in particular somewhere in the Reputation box with the graph showing progress (as that is also where the next privilege is displayed), or maybe the "Profile" tab.
However, I was a bit surprised to find it under the "Edit Profile & Settings" tab, which I clicked on as a last resort. I am not editing anything when I wish to view my privileges, and neither is it a setting that I can change. The Profile or Activity tags seem a more logical place for it.
Addendum
As Rene's comment points out, in the answer to Please bring back the link to my privileges in the profile page, clicking the area under "Next privilege" on the activity tab (highlighted in Rene's answer):
takes you to your next privilege. Rene's answer then goes on to say:
From there it is easy to navigate to the full list.
Clicking on "Learn more>", I get taken to Help Center > Privileges > Cast Close And Reopen Votes. From there, I can get to the full list by clicking the "Privileges" link in the right hand side bar.
I think what stumped me was the last step of clicking the "Privileges" link. I was hesitant to click it as I expected it to takes me to a further explanation of the privileges (similar to the "Cast Close And Reopen Votes" page) rather than the list that I was actually after.
I don't know why, but I think rewording the link from "Privileges" to "My Privileges" would be more intuitive, and would have steered me to my desired destination quicker. Or better still, somewhere on the Activity tab, near the "Next privilege" box, as it would save two clicks. However, the latter suggestion could make things a little busy, in that area of the UI.
Please note that this is not a criticism, it is just my feedback as a new user, you understand.