Any suggestions on a skill check a player should make to see if they notice being pick pocketed by an NPC?

The Pick Pocket skill (p142) sets the bonuses for a character rolling against a DV while they are trying to steal something, but I’d like the players to feel like they’re involved in the event.

I was thinking the player would roll an Opposed Skill Check on Perception, while the pick pocket would roll the Pick Pocket skill. If the player fails by more than 5 they have no idea it happened until they try to use the lost item; less than 5 then they notice a few minutes later.

If the player equals or beats the NPC’s roll, then they notice as it’s happening and have a chance to intervene.

Any suggestions on how that could work, like alternate skills to Perception or how the encounter could run?