So I have to solve the system of equations
$$\cases{\nabla f = \lambda \nabla g\\x^2+y^2 = r^2}.$$
Then $y=2\lambda x, x=2\lambda y$. Sorry if this is obvious, but how can I get $x$ and $y$ only as a function of $\lambda$? Otherwise I'm not able to find the values $\lambda$ to evaluate them and find a maximum.
You could also let $x = r \cos t, y= r \sin t$, then you have the unconstrained optimisation $\max r^2 \cos t \sin t = \max r^2 {1 \over 2} \sin (2 t) $, which is maximised at $t= { \pi \over 4}$ with value ${r ^2 \over 2}$.