Inclusion Criteria:  COHORT A Patients with histologically or cytologically confirmed stage IV NSCLC who did not receive any prior systemic therapy for advanced disease and have synchronous untreated brain metastases which does not cause neurologic symptoms and does not require systemic corticosteroid treatment within 10 days before initiating study treatment (controlled seizures with antiepileptic drugs should be allowed). COHORT B Patients with histologically or cytologically confirmed stage IV NSCLC who did not receive any prior systemic therapy for advanced disease and have synchronous brain metastasis causing neurologic signs and symptoms controlled with medium-low doses of corticosteroids (≤ 25mg/d of prednisone or ≤ 4mg/d of dexamethasone) but have good performance status (ECOG PS0-1). At least one untreated brain lesion in patients who already received focal radiotherapy (stereotactic focal radiotherapy) of prior brain lesions are eligible if novel brain lesions appear which are measurable and not suitable for focal radiotherapy.3. Patients with early or locally advanced NSCLC who have recurred after 6 months of completing adjuvant or neoadjuvant chemotherapy and have brain metastases are also eligible ECOG performance status 0-1 Patients aged ≥ 18 years Systemic measurable disease by computed tomography (CT) per response evaluation criteria in solid tumors version (RECIST) 1.1 criteria and brain measurable disease by magnetic resonance imaging (MRI) per RANO-BM criteria. Availability of a formalin-fixed paraffin-embedded block containing tumor tissue or 10 unstained slides. Archival tumor tissue can be sent if it was obtained less than 12 months ago. Correct hematological, hepatic and renal function. i. Neutrophils ≥ 1500×109/L ii. Platelets ≥ 100 ×109/L iii. Hemoglobin ≥ 9.0 g/dL iv. Serum creatinine ≤ 1.5 x ULN or creatinine clearance (CrCl) ≥ 45 mL/min (if using the Cockcroft-Gault formula below): a. Female CrCl = (140 - age in years) x weight in kg x 0.85/ 72 x serum creatinine in mg/dL b. Male CrCl = (140 - age in years) x weight in kg x 1.00/ 72 x serum creatinine in mg/dL v. AST/ALT ≤ 3 x ULN. Patients with documented liver metastases: AST and/or ALT ≤ 5 × ULN vi. Total Bilirubin ≤ 1.5 x ULN (except subjects with Gilbert Syndrome, who can have total bilirubin < 3.0 x ULN) vii. PT/APTT ≤ 1.5 × upper limit of normal (ULN). This applies only to patients who are not receiving therapeutic anticoagulation; patients receiving therapeutic anticoagulation should be on a stable dose Patient consent must be obtained in the appropriate manner as established in the applicable local and regulatory requirements Patients must be accessible for treatment and follow-up Women of childbearing potential, including women who had their last menstrual period in the last 2 years, must have a negative serum or urine pregnancy test within 3 days before randomization. All sexually active men and women of childbearing potential must use a highly effective contraceptive method (<1% failure rate) during the study treatment and for a period of at least 5 months for females and 7 months for males following the last administration of trial drugs.  Exclusion Criteria:  Patients with a history of other malignant diseases within the past 3 years, with the exception of the following:  properly treated non-melanotic skin cancer cancer in situ treated with curative intent nonmuscular propria invasive carcinoma of the bladder or other malignancies treated with curative intent and without signs of disease for a period of > 3 years after the end of the treatment and which, in the opinion of the physician in charge of their treatment, do not present a substantial risk of relapse of the previous malignant disease. Patients harboring epidermal growth factor receptor (EGFR) mutations or anaplastic lymphoma kinase (ALK) and ROS Proto-Oncogene 1 (ROS1) rearrangements sensitive to available targeted inhibitor therapy Patients with a combination of small cell lung cancer and non-small cell lung cancer, a carcinoid lung tumor or large cell neuroendocrine carcinoma Patients that received live attenuated vaccines within 30 days prior to randomization Leptomeningeal carcinomatosis or metastases in the brain stem, mid-brain, pons, medulla or causing obstructive hydrocephalus Single exclusive brain metastasis amenable to surgical treatment or radiosurgery Prior surgical resection of brain or spinal lesions in the prior 28 days Patients who have received prior neoadjuvant, adjuvant chemotherapy, radiotherapy, or chemo-radiotherapy with curative intent for non-metastatic disease less than 6 months before enrollment since the last chemotherapy, radiotherapy, or chemo-radiotherapy History of a primary immunodeficiency, history of organ allogeneic transplantation, use of immunosuppressive drugs within 28 days before randomization or previous history of toxicity of severe immune mechanism (grade 3 or 4) with other immunological treatments Patients with an active, known or suspected autoimmune disease. Participants with type I diabetes mellitus, hypothyroidism only requiring hormone replacement, skin disorders (such as vitiligo, psoriasis, or alopecia) not requiring systemic treatment, or conditions not expected to recur in the absence of an external trigger are permitted to be enrolled Patients with active or uncontrolled infections or with serious medical conditions or disorders that may not allow patient management as established in the protocol History of idiopathic pulmonary fibrosis, organizing pneumonia (e.g., bronchiolitis obliterans), drug-induced pneumonitis, idiopathic pneumonitis, or evidence of radiation pneumonitis put of the radiation field on screening chest CT scan. History of radiation pneumonitis in the radiation field (fibrosis) is permitted. Significant comorbidities that preclude the administration of chemotherapy according to the investigator's criteria Any positive test result for hepatitis B virus or hepatitis C virus indicating presence of virus, e.g. Hepatitis B surface antigen (HBsAg, Australia antigen) positive, or Hepatitis C antibody (anti-HCV) positive (except if HCV-RNA negative) Previous treatment with immune checkpoint inhibitors Patients who have suffered untreated and / or uncontrolled cardiovascular disorders and / or who have symptomatic cardiac dysfunction (unstable angina, congestive heart failure, myocardial infarction in the previous year or ventricular cardiac arrhythmias that require medication, history of atrioventricular conduction of second or third degree) Pregnant or breastfeeding women History of allergy or hypersensitivity to any of the study drug components Patients with a condition other than brain metastases requiring systemic treatment with either corticosteroids (> 10 mg daily prednisone equivalent) or other immunosuppressive medications within 14 days of randomization. Inhaled or topical steroids, and adrenal replacement steroid doses > 10 mg daily prednisone equivalent, are permitted in the absence of active autoimmune disease.