Phase II: Pembrolizumab/Carboplatin/Taxol in Epithelial Ovary Cancer

Inclusion Criteria: * Have advance stage III/IV epithelial ovarian, fallopian tube or primary peritoneal cancer * Be willing and able to provide written informed consent/assent for the trial. * Be 18 years of age or older on day of signing informed consent. * Suboptimal cytoreductive surgery defined as any residual disease noted per operative report and/or have measurable/macroscopic disease (defined as target and/or non-target lesions) based on RECIST 1.1. * Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on Day 1. Subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the Sponsor. * Have a performance status of 0, 1 or 2 on the ECOG Performance Scale. * Demonstrate adequate organ function * All screening labs should be performed within 28 days of treatment initiation. * Female subject of childbearing potential should have a negative urine or serum pregnancy within 72 hours prior to receiving the first dose of study medication. * Female subjects of childbearing potential should be willing to use 2 methods of birth control or be surgically sterile, or abstain from heterosexual activity for the course of the study through 120 days after the last dose of study medication. Exclusion Criteria: * Is currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigational device within 4 weeks of the first dose of treatment. * Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment. * Has a known history of active TB (Bacillus Tuberculosis) * Hypersensitivity to pembrolizumab or any of its excipients. * Has had a prior anti-cancer monoclonal antibody (mAb) within 4 weeks prior to study Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier. * Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2 weeks prior to study Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to a previously administered agent. * Note: If subject received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy. * Has a history of (non-infectious) pneumonitis that required steroids or current pneumonitis. * Has a known additional malignancy within the last 3 years, or that is progressing or requires active treatment. Exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the skin that has undergone potentially curative therapy or in situ cervical cancer. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. * Has active autoimmune disease that has required systemic treatment in the past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (eg., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. * Has an active infection requiring systemic therapy. * Has a history or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the trial, interfere with the subject's participation for the full duration of the trial, or is not in the best interest of the subject to participate, in the opinion of the treating investigator. * Patients with medical history or conditions not otherwise previously specified which in the opinion of the investigator should exclude participation in this study. The investigator should consult the Study Chair. * Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. * Is pregnant or breastfeeding, or expecting to conceive children within the projected duration of the trial, starting with the pre-screening or screening visit through 120 days after the last dose of trial treatment. * Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent. * Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies). * Has known active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA \[qualitative\] is detected). * Patients with borderline ovarian tumors, recurrent epithelial ovarian/ primary peritoneal cancer/fallopian tube cancer or non-epithelial ovarian cancer are not eligible. * Has received a live vaccine within 30 days of planned start of study therapy.