He then transferred to the Moscow Conservatory for studies with Galina Egiazarova, which were followed by private studies in Paris with Jacques Rouvier and in Madrid with the Russian pianist Dmitri Bashkirov at the Escuela Superior de Música Reina Sofia.
His 1996 debut in New York was a spectacular triumph. He rapidly received bookings with the major orchestras and conductors of the world, including the Berlin Philharmonic, the Israel Philharmonic, the Philharmonia Orchestra in London, the Royal Concertgebouw Orchestra in Amsterdam, the Boston Symphony Orchestra, the Chicago Symphony Orchestra, and the San Francisco Symphony Orchestra.
He signed an exclusive contract with Sony Classical. His first recording for the label--titled "Volodos"--was one of the most honored debut recordings in history, receiving the German Record Critics Award, the French Choc du Monde de la Music, Classic CD's Disc of the Year award, and Gramophone magazine's Editors' Choice designation.
His second Sony Classical recording was of his New York recital debut at Carnegie Hall in New York. Following the debut, the newspapers and musical journals were unsparing in their praise of his playing, calling him a "phenomenon" and a "genius of the piano." Sony's live recording was also a best seller and prizewinner. Among its awards are the Echo Klassik Preis 1999, the German Record Critics Award, and the Gramophone Award for Best Instrumental Recording of 1999. Gramophone ranked him as "among the world's master pianists" and called him "a virtuoso for whom even the most fiercely applied difficulties simply to not exist. ... "
His third release, appearing in the autumn of 2000, is of the Rachmaninov Third Piano Concerto (one of the most difficult in the repertory, with James Levine conducting.
At that time Volodos was scheduled to appear with the Oslo Philharmonic, the Philadelphia Orchestra, the Baltimore Symphony Orchestra, and the Minnesota Orchestra with such conductors as Paavo Järvi, James DePreist, David Zinman, and Lawrence Foster, and, in November 2000, a major recital tour of the U.S.