If you are working in V-Ray version lower than 3.1, be careful, in the materials section BRDF it is set to Microfaset GTR (GGX). If your version is older than 3.1, the BRDF field will be empty. Choose Blinn, Phong, or Ward – whichever is preferable for you.

For Corona render, it is recommended to use a version no lower than 1.5, as the glossiness of materials is set with PBR in mind.