Finally, we got this much anticipated feature to be able to filter candidates by candidate/application fields within job requisition 
Steps:
1 – Provide proper permission
2 – Enable Latest applicant workbench on Manage Recruiting Settings
3 – Go to manage data and select the Recruiting User Personalization Object Configuration
4 – Select the application objection created by the system and take action to take action
5 – In this page you can select which fields are going to be displayable, filterable and the order that they are going to appear.
6 – To add new of custom fields to the new Redesigned Applicant Management Tool add the field ID as shown on the bellow image
You can also select if it´s going to be filterable as he standard ones, then just save it.
Also please refer to the this link Supported Field Types for Applicant Management | SAP Help Portal to find out about which field are supported to display and be filterable.
7 – Enjoy!