The row is over drivers being in charge of operating the doors, and guards being changed to on-board supervisors.
Its members have taken 31 days of strike action since last April.
The RMT is also in dispute with Arriva Rail North and Merseyrail over the same issue, with members from across the country joining the protest in London.
Protesters held up banners which read Safety Before Profit, and Keep The Guard On The Train.
The real cost of the Southern rail row
Two days of talks between the union and Southern's parent company, Govia Thameslink Railway, were adjourned on Tuesday.
The RMT said both sides were planning to reconvene next week.
Southern is also in dispute with the train drivers' union Aslef after two attempts to seek a resolution were rejected by union members.
A 24-hour strike on Arriva Rail North is due to go ahead on Friday after the failure of talks, the RMT said.
It will coincide with the first day of the Tour de Yorkshire cycle race.
Talks between Merseyrail and the union also ended without agreement on Monday, with commuters facing the prospect of more strikes.
RMT general secretary Mick Cash has accused the government of causing the disputes and of "tying the hands" of companies over staffing of the railways.
Members of the RMT union have been demonstrating outside Parliament to mark the one-year anniversary of its dispute with Southern rail.