Oscillator: Saw. Unison with about 4 voices (you can experiment with that number) and enough detune to smear the sound, but not so much that it starts to sound out of tune. Keep the unison width narrow so the sound stays mostly in the center.
Distortion: Set the amount to taste, but we want some nastiness in here. It should take on a digital-grit kind of sound, but also add some body and saturation. I used a standard tube-style distortion, but you can experiment with whatever types of distortion your synth offers.
Voice Mode: Poly, about 4 voices. Normally a sound like this would be mono, since it’s played one note at a time, but we want the notes to overlap a bit which will interact with the distortion in a messy way, making the sound nastier. The overlapping will occur thanks to the…
Amp Envelope: Set sustain to zero, and the decay and release around 650 – 700 ms. Again we want the tail of each note to overlap the next note (when played like it is in the song).
Delay: Pretty wet, say around 40 percent. 1/4 note time. In the recording, the delay is panned off to the left, but your delay effect may have its own stereo controls to achieve something like that.