I'm assuming that you're using different ISPs, right?

It's almost certain that the problem is a router between you and the target server - and your colleague is going through a different route.

Note that if only the final hop is showing packet loss, then it's the route *back* that's causing the problem. I'd love to see the actual routes / data that you and your colleage are seeing - without that, I can just speculate. Feel free to e-mail it to pete@pingplotter.com and I'll post the pertinent data in a response.