Small-angle X-ray scattering (SAXS) experiments are important in structural biology because they are solution methods, and do not require crystallization of protein complexes. Structure determination from SAXS data, however, poses some difficulties. Computation of a SAXS profile from a protein model is expensive in CPU time. Hence, rather than directly refining against the data, most computational methods generate a large number of conformers and then filter the structures based on how well they satisfy the SAXS data. To address this issue in an efficient manner, we propose here a Bayesian model for SAXS data and use it to directly drive a Monte Carlo simulation. We show that the automatic weighting of SAXS data is the key to finding optimal structures efficiently. Another key problem with obtaining structures from SAXS data is that proteins are often flexible and the data represents an average over a structural ensemble. To address this issue, we first characterize the stability of the best model with extensive molecular dynamics simulations. We analyse the resulting trajectories further to characterize a dynamic structural ensemble satisfying the SAXS data. The combination of methods is applied to a tandem of domains from the protein PTPN4, which are connected by an unstructured linker. We show that the SAXS data contain information that supports and extends other experimental findings. We also show that the conformation obtained by the Bayesian analysis is stable, but that a minor conformation is present. We propose a mechanism in which the linker may maintain PTPN4 in an inhibited enzymatic state.