A Study to Evaluate Safety and Efficacy of Multiple Dosing With VB10.NEO and Bempegaldesleukin (NKTR-214) Immunotherapy in Patients With Locally Advanced or Metastatic Cancer

Inclusion criteria for all arms * Have histologically confirmed locally advanced or metastatic melanoma, NSCLC, RCC, urothelial carcinoma or SCCHN. * Patients must have been on CPI (i.e., anti-PD-1 or anti PD-L1) for at least 12 weeks before screening and must be on CPI treatment as part of their cancer treatment as prescribed by the treating physician. Inclusion criteria for SCCHN only • Patients must be on CPI or must initiate treatment with CPI at screening as part of their cancer treatment. All arms * Patients who have been on CPI for longer than 12 weeks at screening need to be per RECIST: * in partial response or; * stable disease or, * in progression, i.e., in case of a mixed response to CPI, provided at least one lesion shows measurable regression and who, according to the investigator, have a clinical benefit of continued immunotherapy. * Adequate tumour specimen must be available for exome sequencing. * Measurable disease per RECIST 1.1 criteria. * ECOG performance status ≤ 1. * Life expectancy at least 6 months in the best judgement of the investigator. * Willing and able to sign a written informed consent form. Exclusion criteria * Ocular melanoma. * Brain metastases (unless controlled and stable for at least 6 weeks) or leptomeningeal spread of disease. * Positive serological test for hepatitis C virus or hepatitis B virus surface antigen (HBsAg) or human immunodeficiency virus (HIV). * Other concomitant or prior malignant disease, except for adequately treated basal cell carcinoma or other non-melanomatous skin cancer, low-grade urothelial cancer or other malignancies treated with curative intent within 2 or more years pre-study entry and in complete remission at study entry * Patients who have an active, known or suspected autoimmune disease. Patients having required systemic treatment within the past 3 months or have a documented history of clinically severe autoimmune disease that require systemic steroids or immunosuppressive agents (Exceptions include any patient on 10 mg or less of prednisolone or equivalent, patients with vitiligo, hypothyroidism stable on hormone replacement; type 1 diabetes, Grave's disease, Hashimoto's disease, alopecia areata, eczema). * Immunosuppression including the continued use (\> 7 days) of high-dose (\>10 mg of prednisolone or equivalents) systemic steroids or the use of immunosuppressive agents for any concurrent condition. Other protocol defined inclusion exclusion criteria may apply