Losa has built up nearly 20 years' coaching experience, proving particularly adept at raising the level of professionalism at the clubs he has worked at. He began his coaching career at Pozuelo Alarcón, with their U-13, U-14 and U-15 boys' teams, and also had a stint coaching U-9, U-10 & U-12 boys' sides at Atlético Madrid. Losa then started to coach women's football teams, first with the head coach's position at Pozuelo Alarcón before moving on to take the top job at Rayo Vallecano Femenino. His tenure with Rayo was very successful, leading the club to their first major trophy in their history with the Copa de la Reina in 2008. Rayo then went on to win the league title for three consecutive seasons and reached the quarter-finals of the UEFA Women's Champions League in 2011. In 2012, he moved to the United States to the Western New York Flash as assistant coach to Aaran Lines while he was also handed the role of Advanced Training Instructor at the FlashYouth Academy. In his first season with the Flash, they were joint winners of the National Women's Soccer League, but in the subsequent play-offs they lost the championship final to Portland. While still a part of the Flash set up, Losa spent the 2013 season as assistant coach to Niagara Purple Eagles women's soccer coach Peter Veltri. In 2014, Losa was named as the new manager of Arsenal Women, succeeding Shelley Kerr. With Arsenal, he led the team to the 2015 FA WSL Cup and the 2016FA Women's Cup. He also helped lay the foundations for the team's current success by signing the likes of Dominique Janssen, Sari van Veenendaal, Katie McCabe, Daniëlle van de Donk, Kim Little, Beth Mead and Vivianne Miedema. Losa's time in charge also included bringing through youngsters of the quality of Leah Williamson, Charlie Devlin and Lauren James. Losa left Arsenal in October 2017, following a mixed start to the season. In July 2018, Losa was appointed Director of Football for Millwall Lionesses, but left in June 2019, when the club broke away from the men's side and became the London City Lionesses. On 7 June 2019, Losa was named as the new manager of Division 1 Féminine club Bordeaux, succeeding Jérôme Dauba.
