How can I send an Email notification to the site administrator whenever a new SharePoint group is created in the site ?
If you are using SharePoint 2013, then you can go with GroupAdded Event Receiver in SharePoint 2013. But if you are with SharePoint 2010 then there is no event receivers for users or user groups.
Users and group details are stored in the User Information list and event handler attached to the user information list are not fired up on an events. So you could not be able to find out find when an group is added.
Other option would be like creating a Timer Job and checking for new groups added and sending mails to the group owner/site owners.
You can use an Event Receiver (SPSecurityEventReceiver) to be notified when a group is added, and then include code to send an email accordingly.