Commercial Fixed Wing
Flight Crew Multiengine; Flight Crew Instrument; Flight Crew Air Transport Pilot (ATP)
Fatigue; Situational Awareness
Deviation - Altitude Excursion From Assigned Altitude; Deviation / Discrepancy - Procedural Clearance; Inflight Event / Encounter CFTT / CFIT; Inflight Event / Encounter Weather / Turbulence
Air Traffic Control Issued Advisory / Alert; Flight Crew Became Reoriented
Human Factors; Weather
While on our first attempt to land at COD we were vectored onto the RNAV to Runway 4 visual conditions prevailed and we were using the RNAV primarily for additional terrain clearance continuous moderate turbulence and windshear persisted on the arrival. ATC vectors and my attempts to maintain an airspeed that buffered against the rapid ups and downs of the green line and the rapid fluctuations of the indicated airspeed left us high and fast on our first attempt so we initiated a go-around missed approach. There was a significant tailwind down the valley that sheared to a headwind at the surface this contributed to us being high and fast.While we were climbing out we were instructed to climb and maintain 15;000 feet and were given vectors back to TOCUD. Approaching TAKBE the Captain requested a turn direct to TAKBE from ATC. Being at 15;000 [feet] we couldn't lower the flaps [so] the Captain instructed me to set 12;200 [feet] for TAKBE and start down. I complied with these instructions and as we dropped below 15;000 [feet] we began lowering the flaps and configuring.Shortly after starting our descent ATC issued a low altitude alert and stated that his minimum vectoring altitude was 15;000 [feet]. We were visual with both the mountains and airport in sight but failed to get proper approval from ATC for the visual approach before descending. As a side note we were being shook pretty good by the continuous moderate turbulence and I was really having to work the thrust levers to maintain a safe airspeed. We informed ATC that we were visual and we were cleared for the approach to Runway 4. We successfully landed on our second attempt. At no time was the safety of the fight or terrain clearance an issue and no EGPWS cautions or warnings were issued.Confusion on my part of the Captains instruction to 'sneak / start down'. It was the last leg of long hot sweaty day with multiple Captain swaps delays and MX issues; heat fatigue and dehydration were setting in and the turbulence and windshear created a very challenging flight environment.Once we goofed up and should have made sure that we were cleared for the visual prior to initiating a descent from a clearance altitude. The clearance to turn direct to TAKBE was not a clearance to descend even though we were visual. Mountain airports and strong winds are a difficult mix and other than adopting overly restrictive limits these difficult approaches will continue to be part of the job.
Air carrier First Officer reported receiving a low altitude alert from ATC on a visual approach to COD airport.