You are looking for a derangement of your entries.
First of all, your algorithm works in the sense that it outputs a random derangement, ie a permutation with no fixed point. However it has a enormous flaw (which you might not mind, but is worth keeping in mind): some derangements cannot be obtained with your algorithm. In other words, it gives probability zero to some possible derangements, so the resulting distribution is definitely not uniformly random.
One possible solution, as suggested in the comments, would be to use a rejection algorithm:
- pick a permutation uniformly at random
- if it hax no fixed points, return it
- otherwise retry
Asymptotically, the probability of obtaining a derangement is close to 1/e = 0.3679 (as seen in the wikipedia article). Which means that to obtain a derangement you will need to generate an average of e = 2.718 permutations, which is quite costly.
A better way to do that would be to reject at each step of the algorithm. In pseudocode, something like this (assuming the original array contains i at position i, ie a[i]==i):
for (i = 1 to n-1) {
do {
j = rand(i, n) // random integer from i to n inclusive
} while a[j] != i // rejection part
swap a[i] a[j]
}
The main difference from your algorithm is that we allow j to be equal to i, but only if it does not produce a fixed point. It is slightly longer to execute (due to the rejection part), and demands that you be able to check if an entry is at its original place or not, but it has the advantage that it can produce every possible derangement (uniformly, for that matter).
I am guessing non-rejection algorithms should exist, but I would believe them to be less straight-forward.
Edit:
My algorithm is actually bad: you still have a chance of ending with the last point unshuffled, and the distribution is not random at all, see the marginal distributions of a simulation: 
An algorithm that produces uniformly distributed derangements can be found here, with some context on the problem, thorough explanations and analysis.
Second Edit:
Actually your algorithm is known as Sattolo’s algorithm, and is known to produce all cycles with equal probability. So any derangement which is not a cycle but a product of several disjoint cycles cannot be obtained with the algorithm. For example, with four elements, the permutation that exchanges 1 and 2, and 3 and 4 is a derangement but not a cycle.
If you don’t mind obtaining only cycles, then Sattolo’s algorithm is the way to go, it’s actually much faster than any uniform derangement algorithm, since no rejection is needed.