This kid is bored out of his head and not getting what he really wants: You think he wants to be held but he really wants to interact with someone.
You mention he has "toys to keep him occupied" and he has "a walker, a bouncer and many toys" and you are either holding him or he's in his playpen or crawling around. But you never mention any interaction with him other than holding him, which you resent.
Do you play with him? Get down on the floor on his level and talk to him for longer than a few moments, show him things, sing to him, clap your hands, play with his toys alongside him? Carry him outside? Go for a walk with the stroller and show him leaves and point out birds? Free range of the house crawliing isn't very stimulating if no one is paying attention to you.(And grandma also needs to play and interact and take him out too, not just hold him all the time.)
Maybe it's the way the post was written, but the impression you give in the post is of a baby who is expected to entertain himself entirely. Children this age are simply not developmentally capable of that and will not be capable of that for a long time yet. He is bored and can't play on his own yet! The screaming is not normal but the need to be talked with and in the presence of interacting adults is normal and perfectly age-appropriate for a nine-month-old. They need interaction and can't be left in the bouncer, the walker, the playpen, or the floor to entertain themselves. He will learn that in time but he must be taught it first. Like another person who posted said, at least be where he can see you, and talk to him even if it's nonsense or talking about the weather. If he screams, talk more and stay near rather than walking off.