It can be anything so long as it's something that identifies the artwork back to you. Example for me is my watermark I blend in with my commissions (unless people pay extra to remove it to try to use it for some means without the need to credit me) on the bottome right. Or a simple signature would count for this as well. (this is mostly for protection of your work)
Note: It doesn't have to be gigantic like mine is (I'm a narcissist) but say if you needed to go "this is mine that right there is my logo/signature" you can do that, granted I doubt anything like that could ever happen with what is supposed to be a fun collaboration, I'm just probably being over protective of your guy's work.