Have you looked into this yourself ?
To rename a file using a UNIX command is easy enough, I googled it when I first needed to use it, so what is the problem.
Your explanation after some questions leads to a completely different scenario to that first given. PLEASE - do learn to give the full story from the outset as this can avoid problems later down the line.
From what I can now understand from your additional comments, the input would be TEST.TEST1.G00V100.DAT and this needs to end up as TEST.TEST1.G00V100.XFR, which is not your original description.
I agree with expat, since you are looking for a batch job solution, why limit yourself to BPXBATCH? Other utilities like IEBGENER or ADRDSSU can copy datasets. If you need to locate the latest dataset then a REXX based solution would be my choice.