Why does Wrex keep saying I have a Quad?

Krogans have four testicles instead of two like humans. He's basically saying you're pretty ballsy. This is not just a Wrex-quirk, as you can overhear other Krogan on Tuchanka saying stuff like "That human must have a quad" if you defeated the Thresher Maw in Mass Effect 2.

Krogan biology is built to have redundant systems and as such, they have several instances of major organs. For example, they also have two hearts and four lungs. They also have a secondary nervous system that's basically this sort of neuro-fluid that flows through their body in a supplementary nervous system, so they're really difficult to paralyze. They've evolved this way in order to survive combat and absorb a lot amount of damage. You kind of have to, if your homeworld's populated with Thresher Maws. :)