There's either Bixby or Google Assistant. For Google Assistant open your phone settings, search for "Assistant settings", one of the results will be Google Assistant settings. Tap on that, then the first option will be "Hey Google & Voice Match", from there just slide the Hey Google switch to the left.
Then go back one screen. Tap on "Lock Screen" and slide the first switch there to the left as well.
If it's Bixby, I dunno what to tell ya. ¯\_(ツ)_/¯
Update: Looks like that's Bixby. I poked around in the settings and here's what you do. It's similar to Google Assistant. Open Bixby. Tap the icon on the bottom right. Tap on the three dots in the top right. Slide the switch next to "Use while phone locked"
If you want it to shut up altogether then also slide the switch next to "Voice wakeup" to the off position as well.
