They're in user/Library/Application Support/Sid Meier's Civilization Beyond Earth/Saves.
The user Library is invisible by default, so you will need a utility to make it visible. (I use OnyX for that and a lot of other things.) Once you're done, I recommend adding an alias of the user Library to your user folder and copying it to your Finder's sidebar for easy access if you decide to make it invisible again when you're done. (It's generally thought the folder is something the average user should not be messing with, so that's why it's invisible in the first place.)