I had to do the following:
$ ln -s `which bundle` /usr/bin/bundle
$ ln -s `which puma` /usr/bin/puma
$ ln -s `which ruby_executable_hooks` /usr/bin/ruby_executable_hooks
$ ln -s `which ruby` /usr/bin/ruby

It seems however that Ajenti isn't yet ready for RVM or Rails. Way too much messing around.

Hopefully the devs will take RVM into consideration as using the pre-packaged ruby is a pain especially when using Ruby 2 and Rails 4.