Air carrier First Officer reported receiving low altitude alerts from ATC and GPWS on approach to TRI airport.

Narrative

During vectors for the ILS 23 into TRI we can got a low altitude alert from the GPWS and ATC around 2800 MSL. Approach cleared us to maintain at or above 3000 until established on the LOC. During our descent from previous assigned alt (4000) to 3000; I was hand flying the aircraft and descended below 3000 before becoming established. The lowest I saw was 2800 on the altimeter; 860 on the radio altimeter. After the alert we I climbed back to 3000 and completed the approach.Cause: I am on Operational Evaluation (OE) and part of completion of OE is hand flying approaches from clean config. In an attempt to complete one of the required three of those that I have to do; we decided to attempt one at TRI. After we were cleared down to 3000 I got distracted with the airspeed and intercepting the LOC course and my CA was busy with the radios and helping answer my questions and figuring out my thought process; which cause neither of us to realize that; despite my best effort to fly the flight director; we got about 200 ft low. Although we did brief MSAs before beginning the descent in to TRI; I neglected to notice that our cleared altitude was lower than the MSA in the area.Suggestion: Request from ATC to remain at or above the MSA for a given area before becoming established on the approach course.