My doc suggested there is a neuroadaptation to regularly-incurring stress (like your arrival at a high-pressure work environment) that causes the brain to generate serotonin as a calming measure. After a while this starts to happen pre-emptively, before the stress is scheduled to begin. On the weekends, there's no stress to soak up all that serotonin, leading to a surge that can cause migraines.

(Yes I get them too, and no it's not caffeine withdrawal)