Inclusion Criteria:

          1. Plan on having surgical treatment to remove the lesion

          2. Have at least 2 of the following high risk features associated with her DCIS -
             high-grade (grade II-III), palpable mass, hormone receptor negative (less than 1%),
             Her2 positive, young age (less than 45 years old), and large size (greater than 5 cm)

          3. Patients with a history of tamoxifen and/or aromatase inhibitor use for treatment or
             prevention are eligible but should discontinue these medications at least 2 weeks
             prior to starting this trial

          4. Be willing and able to provide written informed consent/assent for the trial.

          5. Be >=18 years of age on day of signing informed consent.

          6. Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1

          7. Demonstrate adequate organ function:

               -  All screening labs should be performed within 10 days of treatment initiation.

               -  Hematological Absolute Neutrophil Count (ANC) >=1,500/microliter (mcL) Platelets
                  >=100,000/mcL Hemoglobin >=9 g/dL or >=5.6 mmol/L without transfusion or
                  erythropoietin (EPO) dependency (within 7 days of assessment)

               -  Renal Serum creatinine <=1.5 X upper limit of normal (ULN) OR Measured or
                  calculated creatinine clearance (GFR can also be used in place of creatinine or
                  CrCl) >=60 mL/min for subject with creatinine levels > 1.5 X institutional ULN

               -  Hepatic Serum total bilirubin <=1.5 x ULN OR Direct bilirubin <= ULN for subjects
                  with total bilirubin levels > 1.5 ULN aspartate aminotransferase (AST) / serum
                  glutamic-oxaloacetic transaminase (SGOT) and alanine aminotransferase (ALT) /
                  serum glutamic-pyruvic transaminase (SGPT) <= 2.5 X ULN Albumin >=2.5mg/dL

               -  Coagulation International Normalized Ratio (INR) or Prothrombin Time (PT) <=1.5 X
                  ULN unless subject is receiving anticoagulant therapy as long as PT or PTT is
                  within therapeutic range of intended use of anticoagulants Activated Partial
                  Thromboplastin Time (aPTT) <=1.5 X ULN unless subject is receiving anticoagulant
                  therapy as long as PT or PTT is within therapeutic range of intended use of
                  anticoagulants

               -  Female subjects of childbearing potential should have a negative urine or serum
                  pregnancy within 72 hours prior to receiving the first dose of study medication.
                  If the urine test is positive or cannot be confirmed as negative, a serum
                  pregnancy test will be required.

               -  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
                  (Reference Section 5.7.2). Subjects of childbearing potential are those who have
                  not been surgically sterilized or have not been free from menses for > 1 year.

          8. A female participant is eligible to participate if she is not pregnant, not
             breastfeeding, and at least one of the following conditions applies:

               1. Not a woman of childbearing potential (WOCBP) OR

               2. A WOCBP who agrees to follow the contraceptive guidance during the treatment
                  period and for at least 90 days corresponding to time needed to eliminate any
                  study treatment plus 30 days (a menstruation cycle) after the last dose of study
                  treatment.

          9. A male participant must agree to use a contraception during the treatment period and
             for at least 90 days corresponding to time needed to eliminate any study treatment
             plus an additional 120 days (a spermatogenesis cycle) after the last dose of study
             treatment and refrain from donating sperm during this period.

        Exclusion Criteria:

          1. 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.

          2. 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.

          3. Is not interested in surgical treatment of her DCIS

          4. Has invasive breast cancer. This does not include microinvasion.

          5. Has a known history of active Bacillus Tuberculosis (TB)

          6. Hypersensitivity to pembrolizumab or any of its excipients.

          7. Has a known additional malignancy 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.

          8. 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 (e.g.,, thyroxine, insulin, or physiologic corticosteroid
             replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a
             form of systemic treatment.

          9. Has a history of (non-infectious) pneumonitis that required steroids or has current
             pneumonitis.

         10. 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.

         11. Has known psychiatric or substance abuse disorders that would interfere with
             cooperation with the requirements of the trial.

         12. Is pregnant or breastfeeding, or expecting to conceive or father 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.

         13. Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies).

         14. Has a known history of Hepatitis B (defined as Hepatitis B surface antigen (HBsAg)
             reactive) or known active Hepatitis C virus (HCV) (defined as HCV RNA [qualitative] is
             detected) infection. Note: no testing for Hepatitis B and Hepatitis C is required
             unless mandated by local health authority.

         15. Has received a live vaccine within 30 days prior to the first dose of study drug.
             Examples of live vaccines include, but are not limited to, the following: measles,
             mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus
             Calmette-Guérin (BCG), and typhoid vaccine. Seasonal influenza vaccines for injection
             are generally killed virus vaccines and are allowed; however, intranasal influenza
             vaccines (eg, FluMist®) are live attenuated vaccines and are not allowed.