We extend the recently developed real-time Diagrammatic Monte Carlo method, in its hybridization expansion formulation, to the full Kadanoff-Baym-Keldysh contour. This allows us to study real-time dynamics in correlated impurity models starting from an arbitrary, even interacting, initial density matrix. As a proof of concept we apply the algorithm to study the non equilibrium dynamics after a local quantum quench in the Anderson Impurity Model. Being a completely general approach to real-time

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... ynamics in quantum impurity models it can be used as a solver for Non Equilibrium Dynamical Mean Field Theory.