Cemiplimab/Peg-Interferon-α in Advanced CSCC

Inclusion Criteria: 1. Provision of signed and dated informed consent form 2. Stated willingness to comply with all study procedures and availability for the duration of the study 3. Participants must have histologically or cytologically confirmed aCSCC * Participants who present with unknown primary SCC at the time of diagnosis will be eligible if participants have a plausible primary skin site removed in the past * Similarly, participants with neck, parotid or facial lymph nodes biopsy proven SCC with no identifiable mucosal primary would also be eligible 4. Participants must have measurable disease, defined by RECIST v1.1 as at least one lesion that can be accurately measured in at least one dimension of ≥ or equal than 10mm by CT, MRI, positron emission tomography/computed tomography (PET/CT) or ruler/caliper 5. Male or female ≥ 18 years old 6. Eastern Cooperative Oncology Group (ECOG) Performance Status of 0-2 7. Participants must have normal organ function as defined below: * Absolute neutrophil count ≥ 1,500/mcl * Platelets ≥ 75,000 * Aspartate transaminase (AST) or alanine aminotransferase (ALT) \< 2.5 x upper limit of normal or up to 5x Upper Limit of Normal (ULN) if known to be secondary to liver metastasis * Serum creatinine \< 1.5 or creatinine clearance ≥ 30 ml/min by either Cockcroft-Gault formula or 24-hour urine collection analysis 8. For females of reproductive potential: pregnancy test must be negative (urine or serum), and use of highly effective contraception (like birth control pills and condoms) prior to screening and agreement to use such a method during study participation 9. For males of reproductive potential: use of condoms or other methods to ensure effective contraception with partner Exclusion Criteria: 1. Participants who have had chemotherapy, immunotherapy or targeted therapy within 21 days of protocol treatment initiation, or those who have not recovered to grade 1 CTCAE adverse events due to agents administered ≥ 3 weeks earlier 2. Participants may not be receiving any other investigational agents 3. Pregnancy or lactation 4. Known allergic reactions to components of similar chemical or biologic composition to either cemiplimab or interferon 5. Uncontrolled ongoing illness including, but not limited to ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, myocardial infarction \< 30 days, cerebrovascular accident/transient ischemic attack (CVA/TIA) \< 30 days, cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements 6. Any organ transplant participants on immunosuppressive agents * Participants with chronic lymphocytic leukemia (CLL) or other hematologic malignancies are allowed as long as they meet all other criteria listed above 7. Patient must not be candidates for curative locoregional treatments * Participants with recurrent locoregional disease for who a resection is unacceptably morbid and unlikely to be curative are eligible 8. Participants with autoimmune disease on immunosuppressive therapy 9. Participants with a history of non-infectious pneumonitis