While you are focusing on making sure your thriller opening sequence contains as many conventions of the thriller genre as possible, another aspect you must consider is a key convention of any film opening; the opening credits.
This is a great way of demonstrating to your teacher that you are able to use technical codes in a conventional yet sophisticated way.
This article includes examples of opening credits, and also includes a detailed run down of exactly what you could be including. While you definitely don't need to include every role on your opening titles, there are a few you definitely will not want to miss off.