I chose the paragon side with his mission and on my squad select screen it says he is loyal so... as far as I can tell no, you don't.
Addendum to this - if you do the Paragon side, you HAVE to use a Charm option during the final dialogue to keep his loyalty (basically you call him out for lying to you about the nature of his mission in the first place.) If you don't have a high enough Paragon percentage to do so, then he'll tag along, but he won't be loyal. I've been told it's actually possible to kill him at the end of his loyalty mission if you go the Paragon route, but I haven't been able to figure out how.
It is possible to kill him if you do his loyalty mission after the Suicide Mission.