Some to consider (using a liberal definition of thriller, and just going by memory)
One thing to consider, especially if this is the first short story you've written in a while: it's easy to have "too big" of a story for a short story. Then you can end up with a 14,500 word short story. If you are writing this primarily for your own benefit, that's fine, but it would be hard to place anywhere.
Or read the best-sellers/greats in the genre: John Grisham, Dan Brown, Patricia Cornwell, etc.