Using RAII for callback registration in c++

I'm using some API to get a notification. Something like:

NOTIF_HANDLE register_for_notif(CALLBACK func, void* context_for_callback);
void unregister_for_notif(NOTIF_HANDLE notif_to_delete);

I want to wrap it in some decent RAII class that will set an event upon receiving the notification. My problem is how to synchronize it. I wrote something like this:

class NotifClass
{
public:
    NotifClass(std::shared_ptr<MyEvent> event):
        _event(event),
        _notif_handle(register_for_notif(my_notif_callback, (void*)this))
        // initialize some other stuff
    {
        // Initialize some more stuff
    }

    ~NotifClass()
    {
        unregister_for_notif(_notif_handle);
    }

    void my_notif_callback(void* context)
    {
        ((NotifClass*)context)->_event->set_event();
    }

private:
    std::shared_ptr<MyEvent> _event;
    NOTIF_HANDLE _notif_handle;
};

But I'm worried about the callback being called during construction\destruction (Maybe in this specific example, shared_ptr will be fine with it, but maybe with other constructed classes it will not be the same).

I will say again - I don't want a very specific solution for this very specific class, but a more general solution for RAII when passing a callback.