Thank you for your answers guys, I think that you are right and it is coil whine indeed.
 
Turning v-sync on or capping the FPS is not really a solution as I have a 1440p 144Hz monitor and the games are already running under 144FPS.
 
I will look into lowering the power target in Precision and see if that makes a difference and how it affects the performance..

Youc could test it out at different caps.  Say 60 or 75 FPS if it gets that high which it might all dependent on the game titles and eye candy.
 
Lessening the power target is probably a quicker solution if you'd like.

Yep. Coil whine it is.