Buildings have started to play a critical role in the stability and resilience of modern smart grids, leading to a refocusing of large scale energy management strategies from the supply side to the consumer side. When the buildings integrate local renewable energy generation in the form of renewable energy resources they become prosumers and this reflects into additional complexity into the operation of the interconnected complex energy systems. A class of methods of modelling the energy consumption patterns of the building have recently emerged as black-box input-output approaches with the ability to capture underlying consumption trends. These make use and require large quantities of quality data produces by non-deterministic processes underlying the energy consumption. We present an application of a class of neural networks, namely deep learning techniques for time series sequence modelling with the goal of accurate and reliable building energy load forecasting. The Recurrent Neural Network implementation uses Long Short-Term Memory layers in increasing density of nodes to quantify prediction accuracy. The case study is illustrated on four university buildings from temperate climates over one year of operation using a reference benchmarking dataset that allows replicable results. The obtained results are discussed in terms of accuracy metrics and computational and network architecture aspects and are considered suitable for further used in future in situ energy management at the building and neighbourhood levels.