I think that this could be done with Event Studio. Event Studio will work only with CQM packages. Here is a video tutorial about Event Studio:
https://www.youtube.com/watch?v=_x4nYsWL7pk
Here is a short tutorial how to add bursting key to file name by using Event Studio:
https://www.ibm.com/support/pages/how-set-bursting-reports-burst-key-attached-filename
Event studio was removed in version 12.0, but it seems that it is part of Cognos again, from the version 12.0.1 with a new name Event Agent:
https://www.ibm.com/docs/en/cognos-analytics/12.0.0?topic=ea-event-studio-reinstated-as-standard-component-renamed-event-agent