Answer: Where
Explanation: If Max works at that place, describing him working there would use the word "where." You can't use "whom" because you would be describing the person, not the place (for example, "That is the place whom Max works for."). You can't use "which" because Max is still working there (you could use it if it was past tense, for example, "That is the placed which Max worked [for]." You can't use "whose" because you're describing a place, not a person. Although you could use it if the sentence was speaking about Max regarding his workplace. Overall, regardless of this information, "where" just sounds the most naturally fitting in this sentence.