Arduino Nano Atmega328P doesn't work on Macbook
I was be able to solve the issue.

By looking for the serial chip my board has: CH340G I found this blog post: 

http://kiguino.moos.io/2014/12/31/how-to-use-arduino-nano-mini-pro-with-CH340G-on-mac-osx-yosemite.html

So I downloaded the signed driver for my chip and now it works :D

Driver: http://kiguino.moos.io/downloads/CH34x_Install.zip