We study low-temperature transport through a Coulomb blockaded quantum dot (QD) contacted by a normal (N), and a superconducting (S) electrode. Within an effective cotunneling model the conduction electron self energy is calculated to leading order in the cotunneling amplitudes and subsequently resummed to obtain the nonequilibrium T-matrix, from which we obtain the nonlinear cotunneling conductance. For even occupied dots the system can be conceived as an effective S/N-cotunnel junction with subgap transport mediated by Andreev reflections. The net spin of an odd occupied dot, however, leads to the formation of sub-gap resonances inside the superconducting gap which gives rise to a characteristic peak-dip structure in the differential conductance, as observed in recent experiments.