A geometrical multigrid algorithm for vector based formulations for electromagnetic field problems discretized by the Conformal Finite Integration Technique is proposed. The transfer operators and the coarse grid operators are constructed for a hierarchy of non-nested grids. A validation of the presented approach is achieved for electro-static and magneto-static test problems for which a discrete Poisson and a discrete Curl-Curl equation have to be solved respectively. Experimental results for the asymptotic complexity and for the convergence characteristics in case of discontinuous material coefficients are presented.