Additional Study Information: The main purpose of this study is to determine the highest dose of STK-012 that can be given safely alone and in combination with a standard dose of pembrolizumab in subjects with advanced solid tumors, this will be assessed in the dose escalation phase of the study. In the dose expansion phase of the study, the highest dose of STK-012 that can be safely given in combination with pembrolizumab, as determined in the dose escalation phase, will be given to more people for further study. STK-012 is a modified (changed in the laboratory) form of a cytokine (protein) called interleukin-2 (IL-2) that is normally made by your immune (defense) system. STK-012 is an investigational drug and will be given as treatment for the first time in humans in this study and may help activate your immune system to attack cancer cells. STK-012 will be given either alone or in combination with pembrolizumab. Pembrolizumab (also known as KEYTRUDA) is a type of drug known as an immune checkpoint inhibitor, which may help turn on your immune system to attack cancer cells. STK-012 is not FDA approved and Pembrolizumab may not be FDA approved to treat the type of cancer that you have. Cancers include cervical cancer, ovarian cancer, head and neck/oral cancers, kidney cancer, lung cancer, and melanoma.