With very little PC information especially the Make & Model of your PSU it is difficult to suggest anything.
But from your post it could be a power issue (PSU defective or not strong enough for your GPU Card) Defective GPU card, or possibly defective Motherboard.
Try installing the GPU card in another computer and see if it does the same thing. If it does I suggest you open a XFX Warranty Ticket to have your GPU checked.
Install a Monitoring App to check your GPU Temperatures and see if the Fans are spinning before it shuts off.
Run GPU-Z and try to upload a image if possible before shutting down.
Download and run OCCT Stress tests of GPU, CPU, & PSU to see if the PC shuts down during the testing.
To me it sounds like a hardware issue.
First thing I would do is install the GPU card in another computer and see if the same thing occurs.