this.virtualGrid.FilterColumn(2);

var virtualizingCanvasBase = this.virtualGrid.ChildrenOfType<VirtualizingCanvasBase>().FirstOrDefault();

var columnsRenderInfoInfo = virtualizingCanvasBase.GetType().GetProperty("ColumnsRenderInfo", System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.NonPublic);

var columnsRenderInfo = columnsRenderInfoInfo.GetValue(virtualizingCanvasBase);

var offsetMethodInfo = columnsRenderInfo.GetType().GetMethod("OffsetFromIndex");

var filteringPopupPropertyInfo = this.virtualGrid.GetType().GetProperty("FilteringPopup", System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.NonPublic);

Popup filteringPopup = (Popup)filteringPopupPropertyInfo.GetValue(this.virtualGrid);

filteringPopup.HorizontalOffset = (double)offsetMethodInfo.Invoke(columnsRenderInfo, new object[1] { 2 });

// SomeVirtualGrid.xaml.cs
public SomeVirtualGrid()
{
    InitializeComponent();
    vg.PinColumnLeft(0);
    vg.PinColumnLeft(1);
    vg.PinColumnLeft(2);
}

<telerik:RadVirtualGrid ColumnWidth="50" />