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In 1573 he was made a Privy Councillor and Sheriff of Berwickshire; in 1574 Lieutenant-General in Scotland; in 1577 Warden of the West Marches and Steward of Fife; and in 1578 Lieutenant-General of the realm.
In July 1352 he was made joint warden of the marches towards Scotland, and in September 1355 keeper of Roxburgh Castle and sheriff of Northumberland for two years.
In 1437–8 he served a year's term as warden of the east march and in 1438 he was one of the leaders of an expedition to strengthen the defences of Calais and Guînes.
In December 1559 Grey was constituted governor of Berwick, warden of the middle marches towards Scotland, and warden of Tynedale and Redesdale.