You must have finished the game at least once on any difficulty to be able to execute this glitch. Apart from that there's nothing else required.

Follow these steps after you have completed the game once:

1. Start a new game on "Ranger Hardcore" difficulty on a new save slot
   
2. Play the intro mission until you get ambushed by a watchman, you should see the first autosave happen
   
3. After the Quicktime-Event, quit to the main menu
   
4. Load the save slot from your already finished playthrough, select the "Finale" save
   
5. When the cutscene where Artyom gets carried into the train waggon and Katya wonders how he's still alive starts, close the game with Alt + F4
   
6. Restart the game and load your Ranger Hardcore save slot
   
7. When you've loaded and are back in the tunnels, exit out to the main menu again
   
8. Use chapter select to go right to "Finale"
   
9. Watch the cutscene until the achievement pops

Keep in mind that you don't have to be at that exact point in the intro for this to work. It's just the earliest save you can have on a playthrough. For example, I was already halfway through the Volga level when I tried this and it still worked without problems.

This was tested with patch 2.0.0.1 in the Enhanced Edition (check the top right of the options screen to check your patch number). Feel free to keep me updated if a new patch is released and if this method still works or not.

Obviously this glitch wasn't discovered by me. There are multiple videos of it online, but all that I found where for the console version. So I tried it out on PC and decided to share this information, because I haven't found a similar guide on here.