Max studied at the Free University of Brussels and obtained a law degree in 1889. He held office in the governments of Brabant and Brussels from 1896 and between 1903 and 1909 worked as a journalist. He was elected burgomaster of Brussels in 1909, and in August 1914, when the German troops entered Brussels, he refused to perform his duties under the authority of the German-appointed governor and demanded complete freedom of action. He worked to reduce the taxes and requisitions that were imposed by the Germans on Brussels, and he formed a national committee to provide supplies to the Belgian population.

Max was arrested by the Germans in September 1914 and was imprisoned in the fortress of Namur before being sent to Germany for the duration of the war. Shortly after his celebrated return to Brussels in November 1918, he was appointed minister of state and was elected to the chamber of representatives the following year. He remained as burgomaster of Brussels until his death in 1939.