C++ Using random number as a property in a dervied class

I'm doing a Monte Carlo simulation. I have a derived class that is using some randomness from a standard normal distribution in one of its methods. The relevant .cpp file portion is something like:

double MyClass::foo(double x) {
    std::random_device rd;
    std::mt19937 gen(rd());
    std::normal_distribution<double> dis(0.0,1.0);
    double random = dis(gen);
    double y= random * x;
    return y;
}

where x is some class property. This function works fine but is very slow when running the simulation. I believe that this is because I am setting up a new random device every time this function is called. Ideally, I would like to initialise and seed the random device once in the class as a property and then simply called it in foo to generate random numbers. I have not figured out how to do this though and can't find any easy to follow or directly applicable questions that have already been asked.

Could anyone please advise?