This paper presents the various challenges faced when working in large, multi-disciplinary, geographically dispersed research teams. The team discussed here is part of a Smart Internet Technology Cooperative Research Centre project within the Banking and Finance domain in Australia. In this project, the challenge comes not only from its multi-disciplinary approach, but also overcoming geographical distances. These challenges are exacerbated by frequent changes in team members who have differing epistemological backgrounds. New members join the 'virtual team' at differing times in their research careers and in our project. As we are working at the intersections of different disciplines, it takes a long period of time to work with common frameworks and methodologies in our virtual team. To get to a level of connected thinking about the data, its analysis and subsequent interpretation is a challenge in itself. This paper discusses the issues faced by the people rather than the project domain. Those involved enter the 'virtual team'.