Just a phone case with a retractable tether would work fine. Put it in your pocket. Tether is out of the way, completely invisible. Pull it out, tether extends enough to use it, and reteacs when you're done. With a clip or strap, you can attach it to just about any outfit easily enough.

Realistically, if you have to have a phone somewhere like this where pickpocketing is likely, id suggest either a cheap phone you can lose, or keeping your phone in your hand/a hand on it in your pocket.