Inclusion Criteria:

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

          -  Be ≥18 years of age on day of signing informed consent

          -  Advanced BRCA-mutated breast cancer progressing on or after prior therapy for
             metastatic disease or locally advanced disease; Prior therapy is defined as follows:
             for triple negative breast cancer - progressing after at least 1 line of any prior
             chemotherapy; for HER2 positive disease must have progressed after at least two HER2
             directed therapies in the metastatic setting including ado-trastuzumab emtansine
             (T-DM1); for hormone receptor positive disease (ER, PR, or both) must have progressed
             after palbociclib plus hormonal therapy

          -  Measurable disease by RECIST 1.1. Patients with non-measurable bone metastases in
             addition to measurable disease are eligible; however patients with non-measurable bone
             disease as the only site(s) of disease are not eligible.

          -  ECOG 0, 1, or 2

          -  Documented BRCA deleterious germline or somatic mutation.

          -  FFPE tumor tissue available for analysis

          -  Adequate organ function

          -  Female subject of childbearing potential should have a negative urine or serum
             pregnancy prior to study registration and re-tested within 72 hours prior to receiving
             the first dose of pembrolizumab. 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. Subjects of
             childbearing potential are those who have not been surgically sterilized or have not
             been free from menses for > 1 year.

          -  Male subjects should agree to use an adequate method of contraception starting with
             the first dose of study therapy through 120 days after the last dose of pembrolizumab.

        Exclusion Criteria:

          -  Is currently participating or has participated in a study of investigational agent or
             using an investigational device with 30 days of the first dose of pembrolizumab.

               1. Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy
                  within 3 weeks prior to study Day 1.

               2. Subjects must have recovered (i.e., ≤ Grade 1 or at baseline) from any adverse
                  events due to a previously administered agent. Subjects with ≤ Grade 2 neuropathy
                  are an exception to this criterion and may qualify for the study.

               3. If subject received major surgery, they must have recovered adequately from the
                  toxicity and/or complications from the intervention prior to starting therapy.

          -  Is receiving systemic steroid therapy within three days prior to the first dose of
             pembrolizumab or receiving any other form of immunosuppressive medication

          -  Is expected to require any other form of systemic or localized antineoplastic therapy
             while on trial.

               1. Subjects with ER+/PR+ disease may be given endocrine therapy.

               2. Subjects with HER2+ disease will be required to discontinue trastuzumab
                  (Herceptin).

          -  Has received prior therapy with an anti-PD-1, anti-PD-L1, anti-PD-L2, anti-CD137, or
             anti-Cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including
             ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation
             or checkpoint pathways). Has participated in another MK03475 trial.

             a. Note: Patients with or without prior PARP-inhibitor exposure may be included.

          -  Has known hypersensitivity to pembrolizumab or any of its excipients

          -  Has a known additional malignancy that is progressing or requires active treatment.
             Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the
             skin, or in situ cervical cancer that has undergone potentially curative therapy.

          -  Has known history of prior malignancy except if the patient has undergone potentially
             curative therapy with no evidence of that disease recurrence for 5 years since
             initiation of that therapy.

          -  Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis. Subjects with previously treated brain metastases may participate provided
             they are stable (without evidence of progression by MRI for at least four weeks prior
             to the first dose of pembrolizumab and any neurologic symptoms have returned to
             baseline), have no evidence of new or enlarging brain metastases, and are using no
             steroids for at least three days prior to study medication.

          -  Has evidence of interstitial lung disease or active, non-infectious pneumonitis

          -  Has active tuberculosis

          -  Has received a live vaccine or live-attenuated vaccine within 30 days prior to the
             first dose of pembrolizumab. Administration of killed vaccines is allowed.

          -  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).

          -  Has an 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). Subjects with vitiligo or resolved childhood asthma/atopy would be exception
             to this rule. Subjects that require inhaled steroid or local steroid injections will
             not be excluded from the study. Subjects with hypothyroidism not from autoimmune
             disease and stable on hormone replacement will not be excluded from the study. Note:
             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 had an allogenic tissue / solid organ transplant.

          -  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.

          -  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 or father children within the
             projected duration of the trial, starting with the screening visit (Visit 1) through
             120 days after the last dose of pembrolizumab.