Check your power supply first, that card requires a minimum of 650w.
When a shutdown occurs like that it usually means a safety has been tripped on the power supply or the motherboard.
Do you have both power cables plugged into the card? (Using two separate cables from the power supply)
It's a 750 with two rails going to the GPU, I checked the integrity of the cables and they look fine. I've never had a problem in the past with them either.
I'll add that I have an HX750.
I returned the MSI card and got an ASUS STRIX 56, but still have the same issue.
So far I'm having much of the same issues as the guys in this thread RX Vega64 Liquid -- Possible HBM2 Downclocking / Upclocking / Black-Screen issue
Although locking memory to one state doesn't completely stop games from crashing, only causes fewer.