Inclusion Criteria:

          -  Subjects must have histologically or cytologically confirmed metastatic triple
             negative breast cancer

          -  Subjects must have received no more than 2 prior therapies for this disease

          -  ECOG Performance Status 0-1

          -  Subjects must have normal organ and marrow function as defined below:

               -  Hemoglobin ≥ 10.0 g/dl

               -  Absolute neutrophil count ≥ 1,000/μL

               -  Platelet count ≥ 100,000/μL

               -  Total bilirubin within normal institutional limits

               -  AST (SGOT) ≤ 2.5 X institutional upper limit of normal

               -  ALT (SGPT) ≤ 2.5 X institutional upper limit of normal

               -  Serum creatinine ≤ 1.5 normal institutional limits

          -  Life expectancy of 12 weeks or more

          -  Subjects must have the ability to understand and the willingness to sign a written
             informed consent document

          -  Subjects must have measurable disease per RECIST v1.1

          -  Subjects must be willing to undergo a preliminary biopsy of a metastatic focus for
             research purposes. A second post-treatment biopsy will be offered but will not be
             mandated

        Exclusion Criteria:

          -  Prior treatment toxicities have not resolved to ≤ Grade 1 according to NCI CTCAE
             Version 4.0 (except for alopecia and neuropathy)

          -  Subjects receiving any other investigational agents

          -  Subjects with radiographically stable treated brain metastases are eligible but must
             not have been on steroid therapy for at least 4 weeks

          -  History of allergic reactions attributed to compounds of similar chemical or biologic
             composition to nab-paclitaxel, carboplatin, pembrolizumab, or other agents used in
             this study

          -  Subjects with uncontrolled intercurrent illness including, but not limited to ongoing
             or active infection, symptomatic congestive heart failure, unstable angina pectoris,
             cardiac arrhythmia, or psychiatric illness/social situations that would limit
             compliance with study requirements

          -  Pregnant or breastfeeding women are excluded from this study

          -  Patients with conditions requiring immunosuppressive medications or chronic infections
             (including HIV infection, hepatitis B and C)

          -  Patients with chronic autoimmune disease

          -  Patients with prior therapy with antibodies that modulate T-cell function (e.g.,
             anti-PD-1, anti-PD-L1)

          -  Patients with evidence of active, non-infectious pneumonia

          -  Patients active infection requiring intravenous systemic therapy

          -  Patients with known psychiatric or substance abuse disorders that would interfere with
             cooperation with requirements of the trial

          -  Patients who have received a live vaccine within 30 days prior to the first dose of
             pembrolizumab

          -  Patients with a known additional malignancy that is progressing or requires active
             treatment (within the last 5 years). Exceptions: basal cell carcinoma of the skin,
             squamous cell carcinoma of the skin or in situ cervical cancer that has undergone
             potentially curative therapy

          -  Patients who have received monoclonal anti-cancer antibody within 4 weeks of first
             dose of study drugs

          -  Patients who have received chemotherapy, small molecule targeted therapy or radiation
             within the 2 weeks of first dose of study drugs

          -  Patients who have participated in MK-3475 Merck studies

          -  Patients with carcinomatous meningitis