The away side ended day two at the County Ground on 181 for four, giving them a healthy lead of 310 runs.
Keogh had claimed two wickets in as many balls, with Seekkuge Prasanna finishing the day with figures of two for 14.
But Northants face an uphill task after being bowled out for just 148, with only Adam Rossington (55) passing the half-century mark as Joe Leach claimed five for 70.
And Keogh said: “We’re well behind the game.
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“It’s nice to get a couple of wickets but we have to bowl well tomorrow to get back in this.
“More than 100 behind is a huge margin, the pitch was playing like a day three wicket already.
“But we have to back our batters to try to perform in the fourth innings - we have to try to chase a score from here.”