It was recently demonstrated that N = 1, 2, 3, 4 super-Schwarzian derivatives can be constructed by applying the method of nonlinear realisations to finite-dimensional superconformal groups OSp(1|2), SU (1, 1|1), OSp(3|2), SU (1, 1|2), respectively, thus avoiding the use of superconformal field theory techniques. In this work, a similar construction is applied to the exceptional supergroup D(2, 1; a), which describes the most general N = 4 supersymmetric extension of SL(2, R), with the aim to study possible candidates for a D(2, 1; a) super-Schwarzian derivative.