Thiam grew up as the son of a Guinean diplomat in the former German capital Bonn. He started his football career in MSV Bonn. At the age of 15, he went to 1. FC Köln, for whom he debuted in the Bundesliga in 1994. Via VfB Stuttgart, Thiam moved to FC Bayern Munich in 2001. However, he had a hard time getting first-team football at his new club. In January 2003, he was transferred to VfL Wolfsburg, where he ended his career and started his new job as assistant of the management of VfL Wolfsburg. In July 2009 his role was changed and he became sports director of the second team.