Declare a newvariable called Filename and in the expression builder use the below expression it will give you fileName
REVERSE(SUBSTRING(
REVERSE ( @[User::FullName] ),FINDSTRING(REVERSE ( @[User::FullName] ),".",1)+1,FINDSTRING(Reverse( @[User::FullName]),"\\",1)- FINDSTRING(Reverse( @[User::FullName] ),".",1) -1))