EMB-175 flight crew reported terrain warning on approach.

Narrative

Flying into ZZZ were given vectors to the southwest side of the airport. We reported runway in sight and were cleared for the visual. Without any descent waypoints to join on without taking us deeper into terrain we elected to join at the final approach fix. Flying just beyond the final approach fix to set ourselves up better we given a terrain message very momentarily; at which point we turned directly to the final approach fix. From here on out we received no alerts from the aircraft and proceeded within all stable limits down to the runway.Cause: I'm guessing while we were banking right the aircraft was looking towards higher terrain off to our left hand side; as we not perceive ourselves to be that low over the terrain. When I received the call from the FOQA gatekeeper they mentioned that the aircraft being in flight level change may have been a contributing factor; even though a perceived safe altitude may have been set as the aircraft may have sensed descending into terrain quickly. Other contributing factors include where we were initially vectored by ATC; and the approach itselfSuggestions: Personally if doing such a strange approach into an unfamiliar airport as nigh-time approaches; I now think I should not accept the visual; and take vectors from ATC all the way into an approach. Would have made the approach both easier and safer.