We say that a permutation $\varphi:\mathbb{N}\to\mathbb{N}$ is finitary if there is $k\in\mathbb{N}$ such that $\varphi(i) = i$ for all $i\in\mathbb{N}$ with $i\geq k$. Let $I_\mathbb{N}$ denote the group of finitary permutations of $\mathbb{N}$, with composition as group operation. Every finite group can be embedded into $I_\mathbb{N}$.
Moreover, $I_\mathbb{N}$ is countable. (I first thought that $I_\mathbb{N}$ embeds into every group having the above property -- I am wrong and I apologize. Side question: up to isomorphism, how many pairwise non-isomorphic countable groups $G$ are there such that every finite group embeds into $G$? - Not needed for acceptance of answer.)
Turning arrows around, is there a countable group $S_\mathbb{N}$ such that for every finite group $F$ there is a surjective group homomorphism $\pi:S_\mathbb{N}\to F$?