The only way is to remove 1 or more links from the chain, but that may be an issue with the chain tensioner you have with a full suspension Bosch bike and probably not advisable. People do remove links to get more tension from derailleurs, but on a Bosch FS? You should take it to your dealer and explain the problem you're having and get their (under warranty) opinion.
Is your chain factory spec and/or original? Who is "they" in they said it might be loose?