I am sorry to hear that you are having this experience. Bad projects can certainly be challenging, and unfortunately a lot of consultants will run into one or another at some point in their consulting careers. Hopefully you have plenty more good projects to look forward to - as you build skills and experience and gain more of a network at your firm, you should be able to have more of a say in what projects you take on, so use this time to understand your likes and dislikes (both in terms of skills, e.g. I don't like financial modeling, and with working preferences, e.g. I like check in with my manager more frequently) so that you know what to look out for in later projects. Here are my thoughts on your questions:
- How hard is it to recover from one bad review while having two good ones?
I believe you begin getting evaluated around 9-12 months into your tenure, so it is unlikely that these three reviews will be the only thing to go into your evaluation. What matters is the trend - it's not altogether uncommon for people to have bad experiences on projects or to not get along with management, and so whoever is evaluating you will know that these things happen. If all your other reviews are strong and there's just one that stands out, that might point to some development areas for you but shouldn't be a big issue. If all your other reviews are weak, then it begins to seem like part of a larger trend. So don't worry too much about the impact of this one project on your review - look ahead, work hard, produce good output, and your evaluation shouldn't be affected.
- How much does your performance vary with the people you work with? I have noticed that mine does a lot.
This is totally normal - some people have working styles that go well together, and others just don't. Some people might work best when left alone for long periods of time vs. others prefer fairly regular check-ins, some people feel like a more high-paced environment energizes them whereas others feel stressed out, and so on. The key is to understand your working preferences, and be able to articulate them and what you need (when I worked at McKinsey in the US, this was a key part of starting on a new team). Have a conversation about working styles with your manager (on new projects) so that they can enable you to do your best work.
- How do I avoid such projects in the future?
Articulate to yourself why you dislike this particular project so much. Is it the people you are working with, the client, the industry, the type of jobs you are doing, the pace of the work day? At the same time, try to develop a better understanding of what you like and get excited about (you mentioned that you enjoyed your first two projects - what was it about them in particular that you enjoyed?). Then, try to get on those types of projects - have an open conversation with your staffing manager about your needs, network with the people who do the kind of work that you are interested in, and so on.
- How can I remain at least partially calm while being stressed out so much?
To each their own on this one! I think it helps to remember that you are not wholly defined by your work, and while it is important, having a bad project is not a reflection on you as a person. I also seek out hobbies that I know will help me calm down, such as running or reading. But you will have to figure out what works for you!
- How do you improve skills such as financial modelling without having the time to take intensive trainings or online courses? I believe one way is by being coached through the process, however it feels like many managers don't have the patience or time to do that
See if your company has any internal trainings, and sign up for them. For instance, McKinsey had many due diligence-focused courses that had specialized financial modeling prep. Otherwise I would recommend choosing a self-paced online course that you can work through in your own time.
Best of luck with the rest of your project!