Rex was born in Trinidad. His mother was the Chief Censor Officer for British Military Intelligence during the Second World War. She had a profound impact on Rex's life. After secondary education at St Mary’s College, Trinidad & Tobago, he left for England in December 1964 to attend The Royal Military Academy, Sandhurst. Rex led a mutiny in 1970. After 27 months in prison, including 9 months in solitary confinement, he headed to Ireland to start a new career in healthcare.