Standard transliteration of Max: 玛 (mǎ) ≈ "Ma-", 克 (kè) ≈ "-k-", 斯 (sī) ≈ "-s." Note 玛 (with 王/jade radical) is the female-leaning variant; the more common 马 (mǎ, horse) gives 马克斯 (Marx, philosopher) and 马克 (Mark).
mistakes
Don't confuse 玛克斯 (typical for given name Max) with 马克思 (Mǎkèsī) — Karl Marx — which uses 思 (thought) at the end and is firmly tied to the philosopher.