I saw an interview with him a few years ago where he explained it. IIRC his father was a fisherman in the Dominican Republic, and while fishing he would wear his hat with the tilt, in order to keep the sun out of his eyes. Fernando asked his father, and he explained why he did it, unfortunately, his father died from cancer only 6 days before his MLB debut. Rodney honors his father with the slight hat tilt.
Edit: I googled it to fact check, and I was mostly right. You can read story here for more info, and there is also a link to an interview when he was with San Diego, briefly explaining it.
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