if you talking about general modeling, max is good. but for *simple modeling zbrush is good. (*sometime zbrush is complicated too if you want create hardsurface stuff
if you use zbrush only, it is really something if you want to import your sclupted model into ue4 if you ONLY use zbrush
so, use max or both.
but like darthviper107 said, max and zbrush have diferent purpose. max is more general, max will be fine if you need general software (rigging, animating, etc)
if you need software that support sculpt, you have option like Modo, Maya, Blender.
if you need recommendation about modeling software, I recommended Blender.