After you come out of the cave, just follow the path until you reach the pond in the very middle of Giant Chasm. Then you will hear a roar and the whole place will turn white. When it clears, you will be standing on a LOT of snow. Find the staircase in the upper right corner of Giant Chasm and go into the cave at the top. Kyurem will be waiting and you will go into battle.
Good luck catching him! =)