Grey started his career in the youth system at the Eastern Province Kings, where he represented the Eastern Province U21 side in the 2009 and 2010 editions of the Under-21 Provincial Championship competition.
He was included in the Eastern Province Kings' 2010 Vodacom Cup squad, scoring on his debut against Western Province.[2] He started three more Vodacom Cup that season, scoring another try. He returned to the Kings Vodacom Cup squad in 2011, scoring five tries in eight appearances.
He made his Currie Cup debut in the 2011 Currie Cup First Division, starting their match against the SWD Eagles.[3] He scored a try in each of his next two matches, against the Border Bulldogs[4] and the Griffons.[5]
However, Grey then suffered a serious cruciate ligament which saw him miss the remainder of 2011 and the majority of the 2012 season.[6] Upon his return from injury, he made five appearances towards the back-end of the 2012 Currie Cup First Division competition, scoring one try against the Griffons.[7]
He was named in the Southern Kings squad for their inaugural season in the Super Rugby competition in 2013.[8] Although not being included in the early stages of the competition – instead playing in the 2013 Vodacom Cup competition for the Kings, scoring three tries in six starts – he was called into the squad following injuries to Sergeal Petersen and Hadleigh Parkes and made four consecutive starts in the competition, against the Cheetahs,[9] Waratahs,[10] Highlanders[11] and the return leg against the Cheetahs.[12]
Grey returned to domestic action in the 2013 Currie Cup First Division, getting one try in his three appearances, but then suffered another long-term injury, with torn knee ligaments ruling him out of action until June 2014.[13]
In 2010, he was called up to an Emerging Springboks sevens team that played in the Safaricom Sevens tournament in Kenya.[14]
The following year, Grey was included in the South African Kings team for the 2011 IRB Nations Cup. He was the leading try-scorer in the tournament, scoring six tries in three appearances,[15] including a hat-trick against Georgia.[16] Grey was also named as Player of the Tournament for his try-scoring exploits.[6]