There are several threads here and elsewhere discussing this. Recommended fixes, in this order (from less to more difficult/involved):
1. Clear the Knox Notification Manager app's data, and/or force stop the app (clearing the data should be sufficient for the fix); this generally works, but will need to be re-done if you later reboot the phone.
OR
2. Do a factory reset. Since this requires restoring apps, passwords, data files, etc., it's much more involved, and some people have reported that the security notification comes back even after a factory reset.