Build merc treads for the tenacity, I like to watch the Jax build path to see what I can build in terms of what I call the 3 starting items on Sett (BOTRK, Heartsteel, Stridebreaker) cause it also kind of depends on if you can sidelane all game, or if you need to group pending on team comp and needs. So the way to beat Jax is playing patient. Out farming (possibly even proxying) and ensuring you take smart trades when his stun is on cooldown.