Conventions of a Thriller

A crime at the core of the narrative, often a murder, but not always.

Themes of identity.

Themes of mirroring.

Themes of voyeurism.

Extraordinary events, happening in ordinary situation.

There is often a scene near the end of the film in which the protagonist in peril.

Protagonist with a ‘flaw’ which is exploited by the antagonist.

A complex narrative structured, with false paths, clues and resolutions.

There are also some simple techniques to lighting and camerawork that also give and edge.
For example :

Low Lighting gives an extra effect, fast editing will give and uneasy effect. There could also be some sort of music or sounds that give effect.