Kondo physics in nonequilibrium interacting nanoscale devices is an attractive fundamental many-particle phenomenon with a rich potential for applications. Due to enormous complexity its clear and flexible theory is still highly desirable. We develop a physically transparent analytical theory capable of correctly describing the Kondo effect in strongly interacting systems at temperatures close to and above the Kondo temperature. We derive a nonequilibrium Keldysh field theory valid for a system with any finite electron-electron interaction which is much stronger than the coupling of the system to contacts. Finite electron-electron interactions are treated involving as many slave-boson degrees of freedom as one needs for a concrete many-body system. In a small vicinity of the zero slave-bosonic field configuration weak slave-bosonic oscillations, induced by the dot-contacts tunneling, are described by an effective Keldysh action quadratic in the slave-bosonic fields. For clarity the theory is presented for the single impurity Anderson model but the construction of the Keldysh field integral is universal and applicable to systems with more complex many-body spectra.