He was born with malformed sexual organs/sexual characteristics. From what I have read, he does have testicles, though they are inside his body and must be secreting testosterone, albeit at a far lower level.
They did say he has no uterus or ovaries, but I don’t know that means he doesn’t have a vagina either.
Intersex males don’t have vaginas. If he was raised as a girl, he certainly looks like he’s accepted his maleness completely, except when it comes to racing against them. Someone pointed out how slow he is compared to the male Gold medal runners.