Exam stress is a common predicament faced by students of all age groups and cultures. If improperly managed, it can lead to insomnia, depression, suicide and many other negative health implications for students at all levels of education. However, exam stress management gained relatively low attention from the society and academia. Stress in optimal level can stimulate students to achieve their personal best in their exams. However, excessive stress can be devastating for their well-being. Consequently, it is highly imperative that timely counselling services are made available, particularly during their exam period when there is a bursting demand to access these resources. In this study, we propose that a virtual intelligent university student advisor would be highly useful and effective in meeting this demand. We have developed an embodied conversational agent, ESCAP that simulates the facial animations and advice of a professional psychologist to support undergraduate students in stress management during their exams. In this paper, we discuss the system architecture of ESCAP as well as the practical and theoretical implications of the system. We conducted a number of pilot tests with 25 students to design the affective system and found in 200 samples that in general the voices of male advisors are considered as more pleasant and credible than female advisors'; on the other hand, the voices of female advisors are considered as more clear, dynamic and competent than male advisors by most users. These findings have important implications on the design of virtual psychologists, especially regarding the gender of the virtual advisor. System developers should consider the gender of virtual advisors carefully to maximize their effect on users. The next stage of the project involves large scale experiments testing ESCAP's impact on students. In these experiments, we plan to measure the stress level of students using both qualitative and quantitative measures such as heart beat and skin conductivity before and after their interactions with ESCAP.