How to deal with nightmare team on project?

I just started as an analyst at a BB and one of my projects is a total nightmare. It seems that no one in the project has any idea what is going to happen more than a few hours in advance. The senior analyst and the associate keep giving me different instructions. The senior analyst tells me one thing and then the associate tells me it's completely wrong. Senior analyst also keeps coming up with new stuff and changing her mind all the time.

The associate is also a total nightmare because he has zero understanding of me being slow as I'm new to the job and the project. He will often just come up behind me and ask me to do things on the spot. Has happened several times that I'm working on something entirely different and he asks me to open up a file with 30 sheets that I never have seen before and asks me to make instant changes with him breathing down my neck. He also gets easily annoyed if I am slower than him. Like I'm sorry, I opened this file 30 secs ago, you have been working in it for 9 months. This results in me making mistakes because I am forced to do things on the fly without getting the chance to properly understand the files and also have the stress of the associate breathing down my neck.

I really hate making stupid mistakes due to the associate breathing down my neck and forcing me to do things on the spot out of nowhere. It also annoys me that I look stupid and get shit on by the associate despite doing exactly what the senior analyst asked me to do. All my other projects are working out great. Would really appreciate some input on how to handle a project like this which is a complete mess.