You would have had to breed two rex rats together, it's a 1 in 4 chance of hitting the double rex gene. Are his whiskers curly? If they are, then I'd put money on him being double rex, though sometimes the hairless will have curled whiskers. If he's got curly whiskers and a bit of peach fuzz (which, from the photo, it looks like he does), he's a double rex. There's nothing wrong with them (they taste the same to my snakes), they just need a little extra something to stay warm.
The double rex varies a lot too, so some may be virtually hairless, and others will be patchy and sort of scruffy looking.