Depending on what kind of vest you use, you can try what I do.
I use the gear lanyard attached in the pic and have that clipped through a D-ring on my vest and then have it stuck into one of the shell pouches (that I don't use for shells). This keeps it from bouncing around and keeps it off my neck. I like that it quick detaches as well so I can remove it easily when I'm home or need to charge it.