If at any moment means at any moment on the map, then you only need it in Scene_Map.update ; if you have a battle scene as well, where characters can level u, you need it in Scene_Battle.update as well. If you have mainly battle-wise levelups and only level-up on maps by called events, don't consecutively check for the exp, but include it in the exp raising method / event script.
This is one of the things I'd rather script than event really, and I figure you did the latter... in that case, if you want to keep it to events, you'd have to have parallel processing events in both map and battle scenes, which is done by adding a common event and one event in every enemy troop set... I think (I never really messed with the event version, since RGSS is so much easier).