Embraer Undifferentiated or Other Model
Flight Crew Air Transport Pilot (ATP); Flight Crew Multiengine; Flight Crew Instrument
Situational Awareness
Aircraft Equipment Problem Less Severe; Deviation - Altitude Excursion From Assigned Altitude; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter CFTT / CFIT
Flight Crew FLC complied w / Automation / Advisory; Flight Crew Executed Go Around / Missed Approach
Environment - Non Weather Related; Aircraft
We were given radar vector to intercept ILS 33; just out side of CUVOT to maintain 2;500; suddenly got pull up terrain; IMC at the time we executed go-around.
Air carrier Captain reported receiving a terrain warning while in IMC on vectors to the approach and executing a go-around.