Those skinny people most likely have a very inefficient metabolism or at the very least a very adaptable one.

Their mitochondria use UCP1 [1][2] to generate more heat when producing ATP, thus wasting energy that would otherwise be converted to fat.

[1] https://en.m.wikipedia.org/wiki/Uncoupling_protein

[2] https://en.m.wikipedia.org/wiki/Thermogenin