According to The Story Grid by Shawn Coyne, here are a few of the classic thriller sub genres.
Serial killer- a killer is running amok and the hero must find them before they kill the next victim. Think Silence of the Lambs
Legal- A lawyer/judge is the hero/victim. Think John Grisham novels
Medical- A doctor, nurse, or researcher is the hero, Richard Preston does excellent medical thrillers like The Cobra Event.
Military – A soldier plays the hero. Military thrillers are a huge genre.
Political- A politician plays the hero. The Manchurian Candidate is a good example of this.
Journalism- A reporter plays the hero. I Love Trouble has shades of thriller in it
Psychological- This one speaks for itself. Who doesn’t love a good psychological thriller? My friend Dallas wrote an excellent one that I really hope hits the bookshelves soon.
Financial- It’s a thriller set in the financial world. I have no examples because there is, to my mind, nothing thrilling about finances. I read to escape them in fact.
Espionage- A spy is the center of the thriller, much like the crime version of this genre, but with more information given to the reader and less to the protagonist. The Bourne Identity fits into this genre.
Women/child in jeopardy- I guess Man on Fire would fit here, but I consider this more a stake than a sub-genre as the protagonist typically fits into one of the boxes listed above.