Pembrolizumab and Ruxolitinib Phosphate in Treating Patients With Metastatic Stage IV Triple Negative Breast Cancer

Uncontrolled intercurrent illness including, but not limited to, active uncontrolled infection, known positive for active infectious hepatitis, type A, B or C (past infection allowed), or psychiatric illness/social situations that would limit compliance with study requirements; Note: ongoing infection controlled on antibiotics/antifungal/antiviral medications are allowed

Any of the following prior therapies:

* Cytotoxic chemotherapy =\< 14 days prior to registration

* Immunotherapy =\< 14 days prior to registration

* Biologic therapy (i.e. antibody therapies) =\< 28 days prior to registration

* Radiation therapy =\< 14 days prior to registration

* Targeted therapies (i.e. PARP inhibitors, =\< 7 days or 5 half-lives whichever is shorter)

* Receiving any other investigational agent which would be considered as a treatment for the primary neoplasm =\< 14 days prior to registration

Active uncontrolled central nervous system (CNS) metastases

Immunocompromised patients and patients known to be human immunodeficiency virus (HIV) positive

Hypersensitivity to ruxolitinib or any of its excipients

Major surgery =\< 28 days prior to registration; Note: if subject received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy

Clinically significant heart disease, including the following:

* Active severe angina pectoris prior to registration

* Acute myocardial infarction prior to registration

* New York Heart Association classification IV cardiovascular disease or symptomatic class III disease

* Note: patients with any of the above may be allowed after discussion amongst the investigators including the principal investigator

Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to registration

Hypersensitivity to pembrolizumab or any of its excipients

Has had a prior anti-cancer monoclonal antibody (mAb) =\< 4 weeks prior to registration or who has not recovered (i.e., =\< grade 1 or at baseline level) from adverse events due to agents administered more than 4 weeks earlier

Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy who has not recovered (i.e., =\< grade 1 or at baseline level) from adverse events due to a previously administered agent

* Note: subjects with =\< grade 2 neuropathy are an exception to this criterion and may qualify for the study

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

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

Has known history of, or any evidence of active, non-infectious pneumonitis

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

Any of the following because this study involves an investigational agent whose genotoxic, mutagenic and teratogenic effects on the developing fetus and newborn are unknown:

* Men or women of childbearing potential who are unwilling to employ adequate contraception

* 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

Has received prior therapy with pembrolizumab, nivolumab, avelumab, durvalumab

Has received a live vaccine within 30 days of planned start of registration; Note: seasonal influenza vaccines for injection are generally inactivated flu vaccines and are allowed; however intranasal influenza vaccines (e.g., Flu-Mist) are live attenuated vaccines, and are not allowed

Evidence of pericardial involvement with metastatic breast cancer (effusion, pericardial thickening)

Radiographic evidence of pulmonary lymphangitic spread of metastatic breast cancer

Evidence of bilateral pleural involvement with metastatic breast cancer (effusions, pleural thickening)

Elevated serum lactate dehydrogenase level (LDH \> laboratory ULN) associated with any clinical or radiographic evidence of intrathoracic metastatic breast cancer

What this study is about