You'll get this trophy after killing Zeus near the end of the game. This battle consists in four phases:

• First phase: In this phase, the Cestus is highly recommended. Hit Zeus while blocking with the  button. You must counter the attacks, if not at his third movement you will be vulnerable. If he jumps and uses his lightning attacks against you, you should go to his back and start hitting him. At the end complete the minigame. Do not use the Blade of Olympus.
• Second phase: Do nothing during this phase, keep jumping and evading his attacks in order to move on. Gaia will come soon and the battle will be retaken into her heart. 
• Third phase: Start by recovering your health, strike Gaia's heart. Then use your Cestus and start hitting Zeus while blocking his attacks, if you see some clones, kill them first using magic. You can recognize who is the real Zeus since the clones are less detailed and they are whiter. He will regain health by damaging Gaia's heart, do not allow this and strike him; then hit Gaia's heart in order to recover your health. Try to use your magic against the clones near the real Zeus. Remember to use the Blade of Olympus and it will be a piece of cake. At the end you'll have to complete a series of mini-games.
• Fourth phase: In this phase you will be facing Zeus' soul. Press  and you'll finish this fight. At the end press  quickly until the screen turns red. Stop pressing the button and you've killed Zeus, and you'll also have conquered the game!

Killing Zeus - Fisrt Phase

Video by Pottercito_.
 

Killing Zeus - Second & Third Phase

Video by Pottercito_.

Killing Zeus - Fourth Phase

Video by Pottercito_.