Mages should have a blocker while using Energy Damage/Fire Damage based Spells and Magic Shield.
Paladins should also have a blocker and use Divine Missile to kill it fast.
Knights should have a shooter and use using either Berserk or Fierce Berserk when the banshees reach you. Use Inflict Wound on him right away because he will go invisible a lot and run with a lot of health left.
