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Tshimpaka started playing guitar at the age of 16. He then joined the Thu-Zaïna orchestra, where he was with future Ok Jazz singer Denis Bonyeme. 3 years later, he left and joined Veve from producer Verckys Kiamwangana Mateta. He did three years in Veve, then he left with musicians to form a group and tour in East Africa for 2 years.

Roxy returned to Kinshasa and went 4 years without playing. After these four years, he joined the Kossa Kossa orchestra. The group uses to play covers of famous songs. Guitarist Beniko was also a member of this group. The rulers of Kossa Kossa were Dizzy Mandjeku, Miezi and Lokombe Ntal. It was there that he learned the song repertoire of bands such as TP OK Jazz, Zaïko, Afrisa and many others.