Not specifically tied to the iPhone SE series, there are a number of reasons an iPhone can shutdown randomly:
- Water (any liquid) damage.
- Faulty apps.
- Battery issues.
The last one is typically the most likely case. You didn't mention which exact generation your iPhone SE is, and whether or not, the battery is the original one that came with it.
Regardless, one of the first things I suggest you check is your phone's battery health. To do so, tap on Settings > Battery > Battery Health.
You may also find that performing a "hard" reset may resolve things, as well.
Ref: How to Hard Reset or Restart an iPad (All Models) - Lifewire