It was my first time playing the raid so I can't give an easier way to get to it.
There is an area where it's dark and you are being chased between lamp posts. When you spawn you are going to want to turn left and keep along the wall. There will be doors that slide open and reveal a cubby area. Keep going and one will have the chest. The location changes every time, so you have to check all the cubbies.
An easier way to find it: When you are following the lamp path you will travel uphill. When you reach the higher gground there is a long platform that stretches out above the edge of the lower area. drop back down from it and you won't have any thralls.
The chest rewards radiant materials. It may have other items as well. It behaves like the other raid chests, it won't despawn, and you can only get it once per week.