Flight Crew Air Transport Pilot (ATP)
Deviation - Altitude Overshoot; Deviation / Discrepancy - Procedural Published Material / Policy; Deviation / Discrepancy - Procedural Clearance; Inflight Event / Encounter CFTT / CFIT
Air Traffic Control Issued Advisory / Alert; Flight Crew Returned To Clearance
Human Factors
While searching for our runway in visual conditions. Our assigned altitude was 3000 autopilot engaged; 3000 set in preselect; verified and then initiated descent to 3000. The autopilot was engaged and preselect altitude had changed to 1900. We both were certain we confirmed 3000 prior to commencing descent.  While we were looking for airport; we received an 'obstacle' call from EGPWS. I immediately added thrust and began climbing. Just as I added thrust; approach replied assigned altitude 3000. We returned to it; saw the field; conducted a stable visual approach; and landed normally.Cause: Fixation of both pilots outside the aircraft trying to visually find the airport. Instead of one of us playing close attention to aircraft instruments. Always prioritize aircraft state and constantly cross check instruments when in any phase of flight; but especially during the critical phases.
CRJ-900 Captain reported descending below assigned altitude on approach to PIT and receiving an obstacle warning from the EGPWS.