Air carrier flight crew reported receiving an altitude alert form ATC on approach.

Narrative

During arrival onto approach into RNO; in VMC conditions; at approximately XA55 UTC we received an altitude alert from ATC while in a descending turn past TARVR intersection onto the RNAV (GPS) x 36R into RNO. Prior to the alert we had received an arrival change and runway change as the airport changed from landing south to landing north; which prompted changes to the FMA and debriefing of the approach and the single engine procedure for the new approach. At this point descending into RNO we were proceeding direct to TARVR intersection from off arrival and we had been receiving step downs towards TARVR. Just prior to TARVR (approximately 3 miles) ATC cleared descend via TARVR arrival (current altitude approx 15;000 feet) clear for RNAV approach 35R. The PF (Pilot Flying) prior to the turn selected 8;100 in the altitude window for SUTEE; armed APPR; and turned off the autopilot prior to TARVR in order to slow down and make the turn away from terrain as the flight path on MFD was showing a path through course towards terrain. While turning past TARVR we received an altitude alert from ATC. As PM (Pilot Monitoring) I pushed VS Level off selected the appropriate altitude for that section of the approach initiated a short climb and leveled off at 12;000 feet. We then continued the approach to 35R. Weather conditions were VMC with moderate turbulence and we had all terrain and the airport in sight at all times. Also both Captain and myself had terrain turned on and all terrain displayed was in the green and remained green at all times.