diff --git a/tests/buildkite/build-containers.sh b/tests/buildkite/build-containers.sh
index 899976a7d..f46e6ccd0 100755
--- a/tests/buildkite/build-containers.sh
+++ b/tests/buildkite/build-containers.sh
@@ -20,16 +20,18 @@ case "${container}" in
   cpu)
     ;;
 
-  gpu|rmm)
+  gpu)
     BUILD_ARGS="$BUILD_ARGS --build-arg CUDA_VERSION_ARG=$CUDA_VERSION"
     BUILD_ARGS="$BUILD_ARGS --build-arg RAPIDS_VERSION_ARG=$RAPIDS_VERSION"
-    if [[ $container == "rmm" ]]
-    then
-      BUILD_ARGS="$BUILD_ARGS --build-arg NCCL_VERSION_ARG=$NCCL_VERSION"
-    fi
     ;;
 
-  gpu_build_centos7|jvm_gpu_build)
+  gpu_build_centos7)
+    BUILD_ARGS="$BUILD_ARGS --build-arg CUDA_VERSION_ARG=$CUDA_VERSION"
+    BUILD_ARGS="$BUILD_ARGS --build-arg NCCL_VERSION_ARG=$NCCL_VERSION"
+    BUILD_ARGS="$BUILD_ARGS --build-arg RAPIDS_VERSION_ARG=$RAPIDS_VERSION"
+    ;;
+
+  jvm_gpu_build)
     BUILD_ARGS="$BUILD_ARGS --build-arg CUDA_VERSION_ARG=$CUDA_VERSION"
     BUILD_ARGS="$BUILD_ARGS --build-arg NCCL_VERSION_ARG=$NCCL_VERSION"
     ;;
diff --git a/tests/buildkite/build-cuda-with-rmm.sh b/tests/buildkite/build-cuda-with-rmm.sh
index 2e0b9fe2c..46bc98028 100755
--- a/tests/buildkite/build-cuda-with-rmm.sh
+++ b/tests/buildkite/build-cuda-with-rmm.sh
@@ -2,9 +2,11 @@
 
 set -euo pipefail
 
+WHEEL_TAG=manylinux2014_x86_64
+
 source tests/buildkite/conftest.sh
 
-echo "--- Build with CUDA ${CUDA_VERSION}, RMM enabled"
+echo "--- Build with CUDA ${CUDA_VERSION} with RMM"
 
 if [[ ($is_pull_request == 1) || ($is_release_branch == 0) ]]
 then
@@ -13,14 +15,40 @@ else
   arch_flag=""
 fi
 
-command_wrapper="tests/ci_build/ci_build.sh rmm docker --build-arg "`
+command_wrapper="tests/ci_build/ci_build.sh gpu_build_centos7 docker --build-arg "`
                 `"CUDA_VERSION_ARG=$CUDA_VERSION --build-arg "`
-                `"RAPIDS_VERSION_ARG=$RAPIDS_VERSION --build-arg "`
-                `"NCCL_VERSION_ARG=$NCCL_VERSION"
+                `"NCCL_VERSION_ARG=$NCCL_VERSION --build-arg "`
+                `"RAPIDS_VERSION_ARG=$RAPIDS_VERSION"
 
 echo "--- Build libxgboost from the source"
-$command_wrapper tests/ci_build/build_via_cmake.sh --conda-env=gpu_test -DUSE_CUDA=ON \
-  -DUSE_NCCL=ON -DPLUGIN_RMM=ON ${arch_flag}
+$command_wrapper tests/ci_build/prune_libnccl.sh
+$command_wrapper tests/ci_build/build_via_cmake.sh -DCMAKE_PREFIX_PATH="/opt/grpc;/opt/rmm" \
+  -DUSE_CUDA=ON -DUSE_NCCL=ON -DUSE_OPENMP=ON -DHIDE_CXX_SYMBOLS=ON -DPLUGIN_FEDERATED=ON \
+  -DPLUGIN_RMM=ON -DUSE_NCCL_LIB_PATH=ON -DNCCL_INCLUDE_DIR=/usr/include \
+  -DNCCL_LIBRARY=/workspace/libnccl_static.a ${arch_flag}
+echo "--- Build binary wheel"
+$command_wrapper bash -c \
+  "cd python-package && rm -rf dist/* && pip wheel --no-deps -v . --wheel-dir dist/"
+$command_wrapper python tests/ci_build/rename_whl.py python-package/dist/*.whl \
+  ${BUILDKITE_COMMIT} ${WHEEL_TAG}
+
+echo "--- Audit binary wheel to ensure it's compliant with manylinux2014 standard"
+tests/ci_build/ci_build.sh auditwheel_x86_64 docker auditwheel repair \
+  --plat ${WHEEL_TAG} python-package/dist/*.whl
+$command_wrapper python tests/ci_build/rename_whl.py wheelhouse/*.whl \
+  ${BUILDKITE_COMMIT} ${WHEEL_TAG}
+mv -v wheelhouse/*.whl python-package/dist/
+# Make sure that libgomp.so is vendored in the wheel
+tests/ci_build/ci_build.sh auditwheel_x86_64 docker bash -c \
+  "unzip -l python-package/dist/*.whl | grep libgomp  || exit -1"
+
+echo "--- Upload Python wheel"
+buildkite-agent artifact upload python-package/dist/*.whl
+if [[ ($is_pull_request == 0) && ($is_release_branch == 1) ]]
+then
+  aws s3 cp python-package/dist/*.whl s3://xgboost-nightly-builds/experimental_build_with_rmm/ \
+    --acl public-read --no-progress
+fi
 
 echo "-- Stash C++ test executable (testxgboost)"
 buildkite-agent artifact upload build/testxgboost
diff --git a/tests/buildkite/build-cuda.sh b/tests/buildkite/build-cuda.sh
index c180695e8..1926754b8 100755
--- a/tests/buildkite/build-cuda.sh
+++ b/tests/buildkite/build-cuda.sh
@@ -17,11 +17,12 @@ fi
 
 command_wrapper="tests/ci_build/ci_build.sh gpu_build_centos7 docker --build-arg "`
                 `"CUDA_VERSION_ARG=$CUDA_VERSION --build-arg "`
-                `"NCCL_VERSION_ARG=$NCCL_VERSION"
+                `"NCCL_VERSION_ARG=$NCCL_VERSION --build-arg "`
+                `"RAPIDS_VERSION_ARG=$RAPIDS_VERSION"
 
 echo "--- Build libxgboost from the source"
 $command_wrapper tests/ci_build/prune_libnccl.sh
-$command_wrapper tests/ci_build/build_via_cmake.sh -DCMAKE_PREFIX_PATH=/opt/grpc \
+$command_wrapper tests/ci_build/build_via_cmake.sh -DCMAKE_PREFIX_PATH="/opt/grpc" \
   -DUSE_CUDA=ON -DUSE_NCCL=ON -DUSE_OPENMP=ON -DHIDE_CXX_SYMBOLS=ON -DPLUGIN_FEDERATED=ON \
   -DUSE_NCCL_LIB_PATH=ON -DNCCL_INCLUDE_DIR=/usr/include \
   -DNCCL_LIBRARY=/workspace/libnccl_static.a ${arch_flag}
diff --git a/tests/buildkite/pipeline.yml b/tests/buildkite/pipeline.yml
index 72e1ec1e5..905535c52 100644
--- a/tests/buildkite/pipeline.yml
+++ b/tests/buildkite/pipeline.yml
@@ -16,7 +16,6 @@ steps:
       - "tests/buildkite/build-containers.sh cpu"
       - "tests/buildkite/build-containers.sh gpu"
       - "tests/buildkite/build-containers.sh gpu_build_centos7"
-      - "tests/buildkite/build-containers.sh rmm"
     key: build-containers
     agents:
       queue: linux-amd64-cpu
diff --git a/tests/buildkite/test-cpp-gpu.sh b/tests/buildkite/test-cpp-gpu.sh
index 7c8f5e505..58d250308 100755
--- a/tests/buildkite/test-cpp-gpu.sh
+++ b/tests/buildkite/test-cpp-gpu.sh
@@ -16,8 +16,8 @@ echo "--- Run Google Tests with CUDA, using a GPU, RMM enabled"
 rm -rfv build/
 buildkite-agent artifact download "build/testxgboost" . --step build-cuda-with-rmm
 chmod +x build/testxgboost
-tests/ci_build/ci_build.sh rmm nvidia-docker \
+tests/ci_build/ci_build.sh gpu nvidia-docker \
   --build-arg CUDA_VERSION_ARG=$CUDA_VERSION \
   --build-arg RAPIDS_VERSION_ARG=$RAPIDS_VERSION \
-  --build-arg NCCL_VERSION_ARG=$NCCL_VERSION bash -c \
-  "source activate gpu_test && build/testxgboost --use-rmm-pool"
+  --build-arg NCCL_VERSION_ARG=$NCCL_VERSION \
+  build/testxgboost --use-rmm-pool
diff --git a/tests/ci_build/Dockerfile.gpu_build_centos7 b/tests/ci_build/Dockerfile.gpu_build_centos7
index bfc79c216..4f9823baa 100644
--- a/tests/ci_build/Dockerfile.gpu_build_centos7
+++ b/tests/ci_build/Dockerfile.gpu_build_centos7
@@ -2,6 +2,7 @@ ARG CUDA_VERSION_ARG
 FROM nvidia/cuda:$CUDA_VERSION_ARG-devel-centos7
 ARG CUDA_VERSION_ARG
 ARG NCCL_VERSION_ARG
+ARG RAPIDS_VERSION_ARG
 
 # Install all basic requirements
 RUN \
@@ -16,8 +17,8 @@ RUN \
     bash conda.sh -b -p /opt/mambaforge && \
     /opt/mambaforge/bin/python -m pip install awscli && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.18/cmake-3.18.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.18.0-Linux-x86_64.sh --skip-license --prefix=/usr
+    wget -nv -nc https://cmake.org/files/v3.24/cmake-3.24.0-linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.24.0-linux-x86_64.sh --skip-license --prefix=/usr
 
 # NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
 RUN \
@@ -33,9 +34,21 @@ ENV PATH=/opt/mambaforge/bin:/usr/local/ninja:$PATH
 ENV CC=/opt/rh/devtoolset-9/root/usr/bin/gcc
 ENV CXX=/opt/rh/devtoolset-9/root/usr/bin/c++
 ENV CPP=/opt/rh/devtoolset-9/root/usr/bin/cpp
+ENV CUDAHOSTCXX=/opt/rh/devtoolset-9/root/usr/bin/c++
 
 ENV GOSU_VERSION 1.10
 
+# Install RMM
+RUN git clone -b v${RAPIDS_VERSION_ARG}.00 https://github.com/rapidsai/rmm.git --recurse-submodules --depth 1 && \
+    pushd rmm && \
+    mkdir build && \
+    pushd build && \
+    cmake .. -GNinja -DCMAKE_INSTALL_PREFIX=/opt/rmm -DCUDA_STATIC_RUNTIME=ON && \
+    cmake --build . --target install && \
+    popd && \
+    popd && \
+    rm -rf rmm
+
 # Install gRPC
 RUN git clone -b v1.49.1 https://github.com/grpc/grpc.git \
       --recurse-submodules --depth 1 && \
diff --git a/tests/ci_build/Dockerfile.rmm b/tests/ci_build/Dockerfile.rmm
deleted file mode 100644
index 16db377c2..000000000
--- a/tests/ci_build/Dockerfile.rmm
+++ /dev/null
@@ -1,49 +0,0 @@
-ARG CUDA_VERSION_ARG
-FROM nvidia/cuda:$CUDA_VERSION_ARG-devel-ubuntu20.04
-ARG CUDA_VERSION_ARG
-ARG RAPIDS_VERSION_ARG
-ARG NCCL_VERSION_ARG
-
-# Environment
-ENV DEBIAN_FRONTEND noninteractive
-SHELL ["/bin/bash", "-c"]   # Use Bash as shell
-
-# Install all basic requirements
-RUN \
-    apt-key adv --fetch-keys https://developer.download.nvidia.com/compute/cuda/repos/ubuntu1804/x86_64/3bf863cc.pub && \
-    apt-get update && \
-    apt-get install -y wget unzip bzip2 libgomp1 build-essential ninja-build git && \
-    # Python
-    wget -nv -O conda.sh https://github.com/conda-forge/miniforge/releases/download/22.11.1-2/Mambaforge-22.11.1-2-Linux-x86_64.sh && \
-    bash conda.sh -b -p /opt/mambaforge
-
-# NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
-RUN \
-    export CUDA_SHORT=`echo $CUDA_VERSION_ARG | grep -o -E '[0-9]+\.[0-9]'` && \
-    export NCCL_VERSION=$NCCL_VERSION_ARG && \
-    apt-get update && \
-    apt-get install -y --allow-downgrades --allow-change-held-packages libnccl2=${NCCL_VERSION}+cuda${CUDA_SHORT} libnccl-dev=${NCCL_VERSION}+cuda${CUDA_SHORT}
-
-ENV PATH=/opt/mambaforge/bin:$PATH
-
-# Create new Conda environment with RMM
-RUN \
-    conda install -c conda-forge mamba && \
-    mamba create -n gpu_test -c rapidsai-nightly -c rapidsai -c nvidia -c conda-forge -c defaults \
-        python=3.10 rmm=$RAPIDS_VERSION_ARG* cudatoolkit=$CUDA_VERSION_ARG cmake && \
-    mamba clean --all
-
-ENV GOSU_VERSION 1.10
-
-# Install lightweight sudo (not bound to TTY)
-RUN set -ex; \
-    wget -nv -O /usr/local/bin/gosu "https://github.com/tianon/gosu/releases/download/$GOSU_VERSION/gosu-amd64" && \
-    chmod +x /usr/local/bin/gosu && \
-    gosu nobody true
-
-# Default entry-point to use if running locally
-# It will preserve attributes of created files
-COPY entrypoint.sh /scripts/
-
-WORKDIR /workspace
-ENTRYPOINT ["/scripts/entrypoint.sh"]
diff --git a/tests/ci_build/prune_libnccl.sh b/tests/ci_build/prune_libnccl.sh
index 5b6e48ad5..a81d6e4ac 100755
--- a/tests/ci_build/prune_libnccl.sh
+++ b/tests/ci_build/prune_libnccl.sh
@@ -26,7 +26,7 @@ set_property(TARGET test PROPERTY CUDA_ARCHITECTURES \${CMAKE_CUDA_ARCHITECTURES
 set(CMAKE_EXPORT_COMPILE_COMMANDS ON)
 EOF
 
-cmake . -GNinja
+cmake . -GNinja -DCMAKE_EXPORT_COMPILE_COMMANDS=ON
 gen_code=$(grep -o -- '--generate-code=\S*' compile_commands.json | paste -sd ' ')
 
 nvprune ${gen_code} /usr/lib64/libnccl_static.a -o ../libnccl_static.a