Generally, RadDataGrid does not support such functionality out-of-the-box so you will need to customize the desired position manually. One possible approach that we would suggest is to calculate the sum of column widths previous to the grouping column and use the calculated value as left margin of the group header.
For your convenience we have prepared a runnable application to get you started so you can evaluate whether this solution would be useful for you scenario. We use a HeaderPositionToMarginConverter class that implements the IValueConverter interface and in the Convert method we calculate the desired margin of the header (you can play a bit with the parameters to adjust the exact position). Then we use a TextBlock as a DataTemplate for the group header and bind its Margin property to the GroupHeaderContext using the HeaderPositionToMarginConverter class.