This will probably be obvious to most people but this achievement will pop after the credits have rolled, having finished the story of Final Fantasy IX.
The point of no return actually occurs after
the fight against
At this point you are given the opportunity of turning around or making final preparations before taking a couple of steps forward - locking you into concluding the final events and sequences of the game.
There is a save point in the prior screen that you will be able to return to and will provide you with an opportunity to teleport back to the entrance of the dungeon should you wish to mop up achievements before progressing.