I'm a noob so bare with me please :p

I spent a few hours yesterday shading a 3D character I made in Maya only to import it as an .OBJ file into photoshop to find that none of the shading I did was exported out of Maya. Eventually, I need to get the 3D Model into After Effects to create an animation.

How do I export my 3D Model AND all the shading work I did from Maya?

Right now the whole thing is sitting in Photoshop completely gray. Am I missing something?