Has a known additional malignancy that is progressing or has required active treatment within the past 5 years, even if currently inactive or unapparent. Note: Specifically, AML patients with prior history of myelodysplasti c syndromes or myeloproliferative neoplasms are not excluded. Participants in any of the study arms (solid tumors or AML) with basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ (e.g., breast carcinoma, cervical can cer in situ) that have undergone potentially curative therapy, as well as patients with prostate cancer managed clinically with “watchful waiting” are not excluded. 11. Has known active CNS metastases and/or carcinomatous meningitis. Participants with previously treated brain metastases may participate provided they are radiologically stable, i.e., without evidence of progression for at least 4 weeks by repeat imaging (note that the repeat imaging should be performed during study screening), clinically stable and without requirement of steroid treatment for at least 14 days prior to first dose of study treatment. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 127 12. Has severe hypersensitivity (≥Grade 3) to pembrolizumab and/or any of its excipients. 13. Has known hypersensitivity to Montanide or vaccine adjuvants. 14. Had a previous clinically significant systemic allergic reaction to Montanide, sargramostim (GM-CSF), or filgrastim (G-CSF). 15. Has an active autoimmune disease that has required systemic treatment in past 2 years (i.e., with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency) is not considered a form of systemic treatment and is a llowed. 16. Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis. 17 Has an active infection requiring systemic therapy. 18. Participants with known human immunodeficiency virus (HIV) and/or history of Hepatitis B or C infections, or known to be positive for Hepatitis B antigen (HBsAg)/ Hepatitis B virus (HBV) DNA or Hepatitis C Antibody or RNA are excluded. Active Hepatitis C is defined by a known positive Hep C Ab result and known quantitative HCV RNA results greater than the lower limits of detection of the assay. 19.