Hahaha no you’re not doing anything wrong dude.
Render times with vray are a bitch, they include EVERYTHING, you know when you put on GI and AO and all of the nifty things that make renders look sweet but your render times blow up? Yea, VRAY is like a cadillac version of all of those things. haha So get ready for insane render times.
You can optimize vray if you want but just be sure to check things out as you go. Try googling optimizing vray for render or something.
Otherwise, I would look into a render farm man.