Preheat the oven to 180°C/fan 160°C/gas 4. Grease a loose-bottomed 8in/20cm square cake tin. Cut a long piece of foil-lined greaseproof paper that is the same width as the tin and make an 8in/20cm division in the centre. This will allow the two sponges to be cooked at the same time.
Beat together the butter and sugar with a handheld electric mixer for 5 minutes until very pale and fluffy. Beat in the eggs, one by one, then carefully fold through the milk and flour. Put half the batter into another bowl. Fold the cocoa powder through one of these halves and the ground almonds and vanilla through the other half, mixing well until completely combined. Pour these into the prepared cake tin, smooth the tops and bake for 45-50 minutes, until a skewer inserted in the middle comes out clean. Cool in the tin for 5 minutes, then place on a wire rack to cool. Once cool, place in the fridge for at least 1 hour to firm up before assembling.
Once the cakes are cold, trim the tops of the cakes using a sharp serrated knife so they are level and flat. Place one cake on top of the other and trim so they're both the same size. Cut the sponges in half lengthways.
Place the marzipan in a bowl and mix with the cocoa powder until evenly mixed. Roll the marzipan out to 40 x 20cm (it should be about 4-5 mm thick).
Place the raspberry jam in a small saucepan and gently heat until loosened. Brush the long side of one of the sponges with jam and sandwich together with a sponge of the contrasting colour on top of the marzipan, with the short ends facing the shorter sides. Do the same with the other two sponges. Trim the edges of the marzipan so that it lines up with the exposed ends, then roll up tightly and roll over so the sealed side is underneath and the top and sides are smooth.