We study the effect of electron correlations on a system consisting of a single-level quantum dot with local Coulomb interaction attached to two superconducting leads. We use the single-impurity Anderson model with BCS superconducting baths to study the interplay between the proximity induced electron pairing and the local Coulomb interaction.
We show how to solve the model using the continuous-time hybridization-expansion quantum Monte Carlo method. The results obtained for experimentally relevant parameters are compared with results of self-consistent second order perturbation theory as well as with the numerical renormalization group method.