It could be in two places depending on the emphasis that you want to give to the sentence. Also, I am keen on... (apart from the other things I mentioned, I am keen on...) I am also keen on... (This sentence could mean the same as the first one, or it could mean "just like another person, I am also keen on...") So the first sentence can only mean that you are adding one more thing that you are keen on. The second sentence could mean the same or it can mean that you (like the other person previously mentioned) are keen on something.

You could say "I am also keen on that", or "I am keen on that also". You can put a comma before also in the 2nd one, but it slightly changes the meaning.