No such finite group exists. Cayley theorem embeds every finite group of order into : the left-regular group action sends to the permutation , and this is faithful because the image of the identity element is .
To make every image permutation even, let , with support disjoint from the first letters. For , let for an even permutation and for an odd permutation, and set
The sign homomorphism gives , and commutes with all permutations of the first letters. Thus is a group homomorphism. It is injective by restriction to those letters, and its sign is . Consequently
This is the alternating-group embedding of a finite group.

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