An oxymoron is a figure of speech that relates two contradictory ideas together, like <em>falsely true</em> or <em>deafening silence</em>
In this sentence, Mr. Keynes is taking <em>work</em> <em>vacation. </em> This is contradictory because a vacation is taken in order to leave work. Therefore the oxymoron is that he is doing work during his vacation.
