Quantum system abruptly driven from its stationary phase can reveal nontrivial dynamics upon approaching a new final state. We investigate here such dynamics for a correlated quantum dot sandwiched between the metallic and superconducting leads, considering two types of quenches feasible experimentally. In particular, we examine an interplay between the proximity induced electron pairing with correlations caused by the on-dot Coulomb repulsion. We discuss the time-dependent charge occupancy, complex order parameter, transient currents, and analyze evolution of the subgap quasiparticles which could be empirically observed in the tunneling conductance.