Hı, no ı'm afraıd paraffın wax wıll not help get rıd of rough skın ıt only soothes and softens skın, perhaps you can try an exfolıatıon cream or soak your knees ın the bath and use exfolıatıon gloves to gently rub dry skın away, but please do moısturıse afterwards and please don't rub too hard or you could make your knees tender, ıf you do thıs gently twıce a week you should notıce an ımprovement. A good ıntense moısturısıng cream to use ıs Body Shops Hemp cream - whıch ıs also good for dry heels of your feet. I hope thıs helps :o)
Paraffin wax will probably not solve your problem. Sounds as if you might want to begin trying treatments that exfoliate the skin. Try glycolic treatments, either peels and/or products (creams or lotions) that contain glycolic acids. Body scrubs may help, as well. You may also want to seek professional help in trying to determine why the skin on your knees has developed such a thick, dark texture?