Scroll over to the save with your mouse and hit the Del button. It should ask if you wish to delete the save. Note: this is for windows. I'm not sure how on other devices, I've only got a windows computer.
Gotta say something, that Murdoch update..... WOW. I didn't think it would go that far.
No spoilers, but if you've seen the update, I think you know what scene I'm talking about. Yikes it was gut wrenching.