HINT: One standard way (see, for example, this MSE question) to work with spherical curves $\alpha$ is to assume the sphere is centered at the origin and write $\alpha(s)$ as a linear combination
$$\alpha(s)=\lambda(s)T(s)+\mu(s)N(s)+\nu(s)B(s)$$
and solve for $\lambda(s),\mu(s),\nu(s)$ in terms of $\kappa(s)$ and $\tau(s)$. First you should see that $\lambda(s)=0$ for all $s$. Thinking about the geometry of $\alpha(s)=\mu(s)N(s)+\nu(s)B(s)$, you should be able to see that the osculating plane at $\alpha(s)$ intersects the sphere in a circle of radius $|\mu(s)|$.