We study transient effects in a setup, where the quantum dot (QD) is abruptly sandwiched between the metallic and superconducting leads. Focusing on the proximity-induced electron pairing, manifested by the in-gap bound states, we determine characteristic time-scale needed for these quasiparticles to develop. In particular, we derive analytic expressions for (i) charge occupancy of the QD, (ii) amplitude of the induced electron pairing, and (iii) the transient currents under equilibrium and

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... quilibrium conditions. We also investigate the correlation effects within the Hartree-Fock-Bogolubov approximation, revealing a competition between the Coulomb interactions and electron pairing.