Prometric gives the insurance exam for the state of New Mexico. Please register in advance of your anticipated test date in order to receive your testing position. Check for any important updates here and here.
In New Mexico, you may be able to be certified through ProProctor to take your exam from home. Go here for details.
Plan to take the exam immediately after you finish your studies. Study hard and fast for a short period of time (say 3 weeks) and then go in and ace your exam. You can do it.