III-Nitride semiconductors are promising materials for on-chip integrated photonics. They provide a wide transparency window from the ultra-violet to the infrared that can be exploited for second-order nonlinear conversions. Here we demonstrate a photonics platform based on epitaxial GaN-on-insulator on silicon. The transfer of the epi-material on SiO2 is achieved through wafer bonding. We show that quality factors up to 230 000 can be achieved with this platform at telecommunication wavelengths. Resonant second harmonic generation is demonstrated with a continuous wave conversion efficiency of 0.24%/W.