Cancer Immunotherapeutic (PCI) Strategy in Triple Negative Breast Cancer Patients

Step 0 Inclusion Criteria: * Newly diagnosed, previously untreated, locally advanced non-metastatic triple negative breast cancer (as defined by the most recent ASCO/CAP guidelines). Permissible staging per AJCC is as follows: * T1c, N1-N2 * T2, N0-N2 * T3, N0-N2 * At least 18 years of age. * Adequate tissue available for nucleic acid isolation/PCI design. * Adequate cardiac function per treating physician and a candidate for the KEYNOTE 522 regimen (or receiving the KEYNOTE 522 regimen for no more than one month). * Ability to understand and willingness to sign an IRB approved written informed consent document. Legally authorized representatives may sign and give informed consent on behalf of study participants. Step 0 Exclusion Criteria: * Prior or concurrent malignancy whose natural history has the potential to interfere with the safety or efficacy assessment of the investigational regimen. Patients with prior or concurrent malignancy that does NOT meet that definition are eligible for this trial. * Received prior chemotherapy, targeted therapy, or radiation therapy within the past 12 months. * Received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent, or with an agent directed to another co-inhibitory T-cell receptor. * Currently receiving any other investigational agents. * A history of allergic reactions attributed to compounds of similar chemical or biologic composition to any agents used in the study. * Received a live vaccine within 30 days of the first dose of pembrolizumab. * Active autoimmune disease that has required systemic treatment in the past 2 years. * Diagnosis of immunodeficiency or receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of pembrolizumab. * History of (non-infectious) pneumonitis that required steroids, or current pneumonitis. * Uncontrolled intercurrent illness including, but not limited to: ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, or cardiac arrhythmia. Patients with a known history or current symptoms of cardiac disease, or history of treatment with cardiotoxic agents, should have a clinical risk assessment of cardiac function using the New York Heart Association Function Classification; to be eligible for this trial, patients should be a class 2B or better. * Pregnant and/or breastfeeding. Women of childbearing potential must have a negative pregnancy test within 7 days of study entry. * Known history of active TB (bacillus tuberculosis). * Known history of HIV. * Evidence of chronic hepatitis B virus (HBV) that is detectable on suppressive therapy. Patients with evidence of chronic HBV infection with undetectable HBV viral load on suppressive therapy are eligible. HBV testing not required in the absence of known history of infection. * History of hepatitis C virus (HCV) infection that has not been cured or that has a detectable viral load. Patients with a history of HCV that has been treated and cured are eligible. Patients with HCV infection who are currently on treatment and have an undetectable HCV viral load are eligible. HCV testing not required in the absence of known history of infection. Step 1 Inclusion Criteria: * ECOG performance status ≤ 1 within 10 days of initiation of PCI * Adequate bone marrow and organ function as defined below: * Absolute neutrophil count ≥ 1.0 K/cumm * Platelets ≥ 100 K/cumm * Hemoglobin ≥ 8.0 g/dL * Total bilirubin ≤ 1.5 x IULN * AST(SGOT)/ALT(SGPT) ≤ 3.0 x IULN * Creatinine clearance \> 30 mL/min by Cockcroft-Gault * The effects of the PCI on the developing human fetus are unknown. For this reason, women of childbearing potential and men must agree to use adequate contraception prior to study entry, for the duration of study participation, and for 6 months after last dose of PCI. Should a woman become pregnant or suspect she is pregnant while participating in this study or should a man suspect he has fathered a child, s/he must inform her treating physician immediately. * Received at least 4 months of the KEYNOTE 522 regimen. Step 1 Exclusion Criteria: * Currently receiving any other investigational agents. * Pregnant and/or breastfeeding. * Experiencing ongoing AEs related to the SOC KEYNOTE 522 regimen that have not resolved to \< grade 3.