An individual's social group may be represented by their ego-network, formed by the links between the individual and their acquaintances. Ego-networks present an internal structure of increasingly large nested layers of decreasing relationship intensity, whose size exhibits a precise scaling ratio. Starting from the notion of limited social bandwidth, and assuming fixed costs for the links in each layer, we propose a grand-canonical ensemble that generates the observed hierarchical social structure. This result suggests that, if we assume the existence of layers demanding different amounts of resources, the observed internal structure of ego-networks is indeed a natural outcome to expect. In the thermodynamic limit, realized when the number of ego-network copies is large, the specific layer degrees reduce to Poisson variables. We also find that, under certain conditions, equispaced layer costs are necessary to obtain a constant group size scaling. Finally, we fit and compare the model with an empirical social network.