"a thrilling opportunity" is correct and usable in written English. You could use it when discussing an exciting chance for someone to do something new or remarkable. For example, a job offer for a high-profile position could be described as "a thrilling opportunity.".
And it would close off the kind of statement that American athletes have a thrilling opportunity to orchestrate.
For some members of the board of directors, Mr. Medina represented a thrilling opportunity to right past wrongs.
The show provides a thrilling opportunity to see both a serious new talent developing her voice and what an inspiring director can do to encourage it.
"A creative director and designer will make it a thrilling opportunity," Walter Bobbie, who directed "Chicago," wrote in an e-mail.
December 11 2013 December 15 201313 Catching the tenor-saxophone titan around town leading a compact ensemble is a regular, albeit often thrilling, opportunity.
In the first sport-on-TV column I wrote for this newspaper, 16 years ago, I described the experience of watching horse racing in a basement betting shop in Soho and the thrilling opportunity it provided to enjoy a lifetime's passive smoking in a single afternoon.
Recently a friend told me of a thrilling career opportunity that he had been offered and accepted.
I love the desktop app, it’s always running on my Mac. Ludwig is the best English buddy, it answers my 100 queries per day and stays cool.
Cristina Valenza
Retail Lead Linguist @ Apple Inc.