Not by default
Some spells specify that their target knows they that they are being magically influenced. For example, the target of Charm Person (PHB, p. 221):
When the spell ends, the creature knows it was charmed by you.
In the absence of similar text, the target of Scrying does not know, by default, that they are the target of this spell. This is spelled out in the PHB section on Targets (p. 204, bold added):
Unless a spell has a perceptible effect, a creature might not know it was targeted by a spell at all. An effect like crackling lightning is obvious, but a more subtle effect, such as an attempt to read a creature's thoughts, typically goes unnoticed, unless a spell says otherwise.
A tweet from Jeremy Crawford further clarifies that it is not automatically evident what is, and isn't, the target of a spell.
You know that a creature/object/space is affected by a spell only if the spell's effects are visible, you witnessed the spell being cast on the target, or you've otherwise detected/discerned the presence of the spell's effects.
Since the spell, if cast far away from the target, has no visible effects before the saving throw has been made (or afterwards, if the target cannot see invisible things), most creatures will not know you are casting this spell on them.
Of course, there are plenty of ways that a person could know that you are casting the spell. They could see you casting it while holding a personal item of theirs, or you could have told them ahead of time that you will be casting this spell at a specific time of day. But by default, a target would be unaware.