Suggest a movie

Gone Girl :)

Ex Machina

Nightcrawler, maybe? :)

The usual suspects , its not a new movie but its still a great movie !

Triangle. 2009 but it's good, maybe you haven't seen it.
For drama go with Babadook. It's great!
You can also try Shutter Island.
For a true masterpiece go with Donnie Darko.
Also, not thriller but, Prestige.

2014: Gone Girl, Nightcrawler, Birdman, The Theory of Everything, The Imitation Game, Selma, Foxcatcher, A Walk Among the Tombstones, Non Stop, Interstellar

2015: Run All Night, Southpaw, Self/lless, Ex Machina.

But all of these fade in comparison to the best drama I've seen in the last few years (maybe even the last ten), which I highly recommend you seeing: Rush. It's from 2013, so it's older than you asked for, but you really have to see it to know what I'm talking about. Other awesome dramas and thrillers from 2013 are Prisoners, Philomena, Captain Phillips and of course, 12 Years A Slave.

For adrenaline rush and bucket of feels, try I Saw The Devil.
If you like drama and want to be puzzled a little by science, try Mr. Nobody.
If you have any friends or relatives that got depression and you can't quite figure what actually is depression, watch Taste of Cherry.
If you want tears and great soundtrack, watch Departures (2008)