I'm affraid it's not possible with sqlldr alone. There is no tools for this in sqlldr. You'd need some sort of script or a program to dynamically create a .ctl file for each load. Here is a bash script to help you get started:
#!/bin/bash -xv
readonly MY_FILENAME=$1
readonly DB_BUF_TABLE=$2
readonly SQLLDR_CTL="LOAD DATA
CHARACTERSET UTF8
APPEND INTO TABLE $DB_BUF_TABLE
FIELDS TERMINATED BY ';'(
filename \"$MY_FILE_NAME\",
col_foo,
col_bar
)"
echo "$SQLLDR_CTL" > "loader.ctl"
sqlldr control=loader.ctl parfile=loader.par data="$MY_FILENAME"
sqlldrReturnValue=$?
You'd needsome locking with this.. or path separation for concurrent loads to be sure sqlldr starts with proper ctl file