Much like Harley Quinn and the Joker.
Dr. Arleth Finnian is a top level Shield Psychiatrist. When Loki is brought into Shield, not to long after having destroyed New York, Dr. Finnian is tasked with diagnosing and treating his mental instability. While treating the Asgardian, she unfolds his past, discovers the truth behind his New York attack, and helps him deal with his identity insecurities.

Loki wasn't part of Thor 2 and this takes place just after Captain America 2.