Photodiode not working in reverse bias
In reverse biasing the current will be very small (single uA to hundrets of uA level, it means tenth of mV on 5k), additionally - if you are out of optimal wave length, the sensitivity can be much less than shown in datasheet. Probably this is the reason that you can't see any output. So: try to increase RL to 50...100k or more (500k).