To answer your first question yes, Hermes was (among other things) a god of thievery.
An excerpt from the Hermes Theoi page
HERMES was the Olympian god of herds and flocks, travellers and hospitality, roads and trade, thievery and cunning, heralds and diplomacy, language and writing, athletic contests and gymnasiums, astronomy and astrology. He was the ...
Basically you'd have to modernize an existing name to your purpose.
*(F) = Female
*(M) = Male
Hesiod, Theogony 211ff (trans. Evelyn White; Greek epic 8th or 7th century B.C.):
And Nyx (F)(Night) bare hateful Moros (M)(Doom) and black Ker (F)(Violent Death) and Thanatos (M)(Death), and she bare Hypnos (M)(Sleep) and the tribe of Oneiroi(M)(Dreams). And ...