Precipitation titration with Volhard method
Yes filtering is necessary as thiocyanate can complex the solid silver chloride per:

$$\ce{AgX_{(s)} + SCN-_{(aq)} -&gt; Ag[SCN]X-_{(aq)}\tag{X = Cl, Br, I}}$$

This additional reaction requires more thiocyanate for back titration and thus gives a lower chloride concentration than is true.