While Yoshi-P stated that thieves having a guild doesn't quite make sense in the game world, especially with the use of the Rogue as the class, I don't understand why that should exclude the job from being made. Why not make Thieves to be something like the epitome of thieves, where they can steal beyond what normally is thought possible, like Kaitou Kid or Lupin III. Sure, these guys are still thieves, but they're a far cut above the normal riff-raff cut-purse and mugger. If you want to fit it in with lore, why not make it so that a retiring legendary Phantom Thief sends a challenge to find an heir to his legacy (and wealth), and the whole plot for the job will be you trying to overcome his challenges to become the best thief possible with cunning, ingenuity, and just plain sneakiness.