Looking into thriller film openings really helped expand my knowledge on the conventions of the genre, for example:

Camera Angles
Thriller film openings tend to use many low and high angle shots, to represent levels of status and dominance. For example, a high angle shot is used to make a character look dominant and superior whereas a low angle shot makes a character look inferior and sometimes vulnerable.
A lot of action thrillers also use track to follow a characters movement in fast-paced scenes where there is a lot of movement.
Dominant characters take up a lot of room within the frame, and more inferior characters take up less room.

Editing
Editing in thriller films tend to depend on the scene. Sometimes it is very continuous and not very complex to mimic everyday scenarios whereas in tense scenes, editing tends to be very sharp including black cuts, jump cuts and cut-aways to create tension and thrill.

Sound 
Sound in thriller film openings depends on the genre. In horror films the sound tends to be more tense using instruments such as organs, string instrument and deep bass sounds. This contrasts in action movies where the sound can be very upbeat and have a lot of pace creating a sense of stress or pressure.

Mis-en-scene
Costume: typically in thriller films,  antagonists are dressed in dark clothing which has connotations of danger or fear. Heroic or innocent characters tend to be dressed lighter, possibly in white to represent purity and bravery.
Set/location: Locations do vary depending on the type of thriller. Horror tends to be set in a house or a place where characters have an emotional connection with whereas Action tends to be set mostly outside as it may involve lots of running, car chases ect.
Acting: Again this may be specific to the genre. For example, horror movies may involve a main protagonist who is a women because women are stereotyped to be more vulnerable whereas action thrillers may have a main protagonist who is a guy as big action roles tend to have an alpha male rather than subvert to the stereotype and have a women as a protagonist.
Lighting: In tense scenes lighting may be dark to represent anxiety and fear, whereas at the end of a scene where a haven may of been reached, lighting tends to be lighter and more bright to symbolise happiness and tranquility.