Pembrolizumab With Androgen Deprivation Therapy and Radiotherapy for the Treatment of Patients With High Risk Localized Prostate Cancer

Inclusion Criteria: * Participants who are at least 18 years of age on the day of signing informed consent with newly diagnosed histologically confirmed non-metastatic adenocarcinoma of the prostate (regional spread as defined by National Comprehensive Cancer Network \[NCCN\] guidelines is allowed) will be enrolled in this study with any one of the following three high risk features: * Gleason grade \> 8-10 * PSA \> 20 ng/ml * Clinical stage T3a or T3b (T4 not allowed, see exclusion criteria) * Participants must agree to use a contraception as detailed in the protocol during the treatment period and for at least 12 months plus an additional 90 days (a spermatogenesis cycle) after the last dose of study treatment and refrain from donating sperm during this period * The participant (or legally acceptable representative if applicable) provides written informed consent for the trial * Archival tumor tissue sample or newly obtained \[core, incisional or excisional\] biopsy of a tumor lesion not previously irradiated has been provided. Formalin-fixed, paraffin embedded (FFPE) tissue blocks are preferred to slides * Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1. Evaluation of ECOG is to be performed within 30 days prior to the first dose of study intervention * Absolute neutrophil count (ANC) ≥ 1500/µL. (Specimens must be collected within 10 days prior to the start of study intervention) * Platelets ≥ 100 000/µL. (Specimens must be collected within 10 days prior to the start of study intervention) * Hemoglobin ≥ 9.0 g/dL or ≥ 5.6 mmol/L. (Specimens must be collected within 10 days prior to the start of study intervention) * Criteria must be met without erythropoietin dependency and without packed red blood cell (pRBC) transfusion within last 2 weeks * Creatinine OR measured or calculated creatinine clearance (CrCl) (glomerular filtration rate \[GFR\] can also be used in place of creatinine or CrCl) ≤1.5 × ULN OR ≥ 30 mL/min for participant with creatinine levels \> 1.5 × institutional upper limit of normal (ULN). (Specimens must be collected within 10 days prior to the start of study intervention) * Creatinine clearance (CrCl) should be calculated per institutional standard * Total bilirubin ≤ 1.5 ×ULN OR direct bilirubin ≤ULN for participants with total bilirubin levels \> 1.5 × ULN. (Specimens must be collected within 10 days prior to the start of study intervention) * Aspartate aminotransferase (AST)(serum glutamic oxaloacetic transaminase \[SGOT\]) and alanine aminotransferase (ALT) (serum glutamic pyruvic transaminase \[SGPT\]) ≤ 2.5 × ULN (≤ 5 × ULN for participants with liver metastases). (Specimens must be collected within 10 days prior to the start of study intervention) * International normalized ratio (INR) OR prothrombin time (PT) Activated partial thromboplastin time (aPTT) ≤ 1.5 × ULN unless participant is receiving anticoagulant therapy as long as PT or aPTT is within therapeutic range of intended use of anticoagulants. (Specimens must be collected within 10 days prior to the start of study intervention) * Be willing to undergo a post-treatment prostate biopsy 6 months after completion of therapy on cycle 1 day 1 and optional re-biopsy at 12 months post cycle 1 day 1 if 6-month biopsy was positive for viable tumor * PSA ≤ 100 ng/mL within 90 days of initiation of therapy. If PSA is repeated and drops below 100 ng/mL without treatment, enrollment will be permitted * If PSMA PET CT scan shows metastatic spread which is not detected on conventional imaging (CT or bone scan), enrollment is allowed if tumor is considered low volume (≤ 4 sites) with no visceral disease. (PSMA PET CT recommended but not required for enrollment.) * Must be willing to complete psychosocial and quality of life forms * Criteria for known hepatitis B and C positive subjects. * Hepatitis B and C screening tests are not required unless: * Known history of hepatitis B virus (HBV) or hepatitis C virus (HCV) infection * As mandated by local health authority * Hepatitis B positive subjects * Participants who are hepatitis B surface antigen (HBsAg) positive are eligible if they have received HBV antiviral therapy for at least 4 weeks and have undetectable HBV viral load prior to randomization. * Participants should remain on anti-viral therapy throughout study intervention and follow local guidelines for HBV anti-viral therapy post completion of study intervention * Participants with history of HCV infection are eligible if HCV viral load is undetectable at screening. * Participants must have completed curative anti-viral therapy at least 4 weeks prior to randomization Exclusion Criteria: * Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti PD L2 agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (eg, CTLA-4, OX 40, CD137) * Has received prior systemic anti-cancer therapy including investigational agents within 4 weeks prior to allocation * Has received prior radiotherapy or radiation-related toxicities requiring corticosteroids. Note: Two weeks or fewer of palliative radiotherapy for non-central nervous system (CNS) disease, with a 1-week washout, is permitted * Has received a live vaccine or live-attenuated vaccine within 30 days before the first dose of study intervention. Administration of killed vaccines is allowed * Has received an investigational agent or has used an investigational device within 4 weeks prior to study intervention administration * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study drug * Known additional malignancy that is progressing or has required active treatment within the past 3 years. Note: Participants with basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ, excluding carcinoma in situ of the bladder that have undergone potentially curative therapy are not excluded * 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 intervention * Has severe hypersensitivity (≥ grade 3) to pembrolizumab and/or any of its excipients * Has active autoimmune disease that has required systemic treatment in the past 2 years except replacement therapy (eg., thyroxine, insulin, or physiologic corticosteroid) * Has a history of (non-infectious) pneumonitis/interstitial lung disease that required steroids or has current pneumonitis/interstitial lung disease * Has an active infection requiring systemic therapy * Has a known history of human immunodeficiency virus (HIV) infection * Concurrent active hepatitis B (defined as HBsAg positive and/or detectable HBV deoxyribonucleic acid \[DNA\]) and hepatitis C virus (defined as anti-HCV antibody \[Ab\] positive and detectable HCV ribonucleic acid \[RNA\]) infection. Note: Hepatitis B and C screening tests are not required unless: * Known history of HBV and HCV infection * As mandated by local health authority * Plans to use abiraterone and prednisone in combination with radiotherapy. This must be decided before enrollment * Clinical T4 disease is excluded as the primary endpoint cannot be adequately assessed for response in the surrounding tissue based on biopsy * Evidence of metastatic, non-regional disease on conventional imaging, including MRI, CT and bone scan * Prostate size \> 80 cc by MRI or ultrasound * Subject has undergone a prior radical prostatectomy. Transurethral resection or other surgical procedure for outlet obstruction allowed * Subject has had major surgical procedures within 30 days of allocation * Has not adequately recovered from major surgery or has ongoing surgical complications * Has a history or current evidence of any condition, therapy, or laboratory abnormality or other circumstance that might confound the results of the study, interfere with the participant's participation for the full duration of the study, such that it is not in the best interest of the participant to participate, in the opinion of the treating investigator * Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial * Expecting to procreate within the projected duration of the study, starting with the screening visit through 120 days after the last dose of trial treatment * Has had an allogenic tissue/solid organ transplant