<p>Nanostructures with quantum dots in proximity to superconducting electrodes are an ideal tool to study superconducting correlations in systems with few degrees of freedom that exhibit strong Coulomb-interaction effects. Such hybrid superconductor-normal structures show rich physics due to the interplay of superconductivity, Coulomb interaction and non-equilibrium. Superconducting correlations are established on the quantum dot when it is coupled to a superconductor even in the presence of strong Coulomb repulsion and Cooper pairs can tunnel coherently between the quantum dot and the superconductor. In this thesis, we investigate theoretically electronic transport through an interacting quantum dot coupled to normal and superconducting leads. The presence of the proximity effect can be detected by the dot's current, namely the Andreev current. However, current fluctuations might reveal information on the electronic transport and the internal structure of the system which is not visible in the mean value of the current. For this reason, we study the current fluctuations through the proximized quantum dot to get access to the properties of such a hybrid quantum-dot system. In particular, we are interested in the finite-frequency fluctuations to unveil the coherent dynamics underlying the proximity effect in the quantum dot and its internal time scales. At first, we present a study of the frequency-dependent current noise for subgap transport through an interacting single-level quantum dot tunnel-coupled to normal and superconducting leads. For this purpose, we employ a non-equilibrium diagrammatic real-time approach to calculate the finite-frequency current noise. The finite-frequency noise spectrum shows a sharp dip at a frequency corresponding to the energy splitting of the Andreev bound states which is a signature of the coherent exchange of Cooper pairs between the quantum dot and the superconductor. Furthermore, in the high frequency regime, the so called quantum noise regime, the noise spectrum exhibits steps at frequencies equal to the excitation energies. These steps can be related to the effective coupling strength of the excitations. However, the statistical description of the electron transport does not stop with the noise. Current cumulants of arbitrary order can be obtained by means of full counting statistics (FCS). We set up a theory based on the diagrammatic real-time approach to calculate the finite-time FCS for quantum transport with a non-Markovian master equation that captures the initial correlations between system and reservoir. This allows us to fully describe the current fluctuations of the hybrid quantum-dot system, that is the noise and all higher order current cumulants.</p>