Welcome to coil whine
It a small phenomenon in graphics cards these days.
When a graphics card is overly stress (usually vynsc off creating over 200fps) the coils inside the card start to vibrate and in so make a high pitch whining noise.
It can happen on any next gen card due to how demanding games are now. Even my MSI GTX 970 gets it at odd points but I don't hear the whine just a noise that sounds like a small fan spinning which does not annoy me one bit, anyways I use my earphones or headphones while gaming so I never hear any of the computer.
It is not a fault, just a random annoyance pc gamers have to live with. PSU's can also have coil whine but can also be the cause of a graphics cards coil whine as the PSU may be a cheap one not giving the computer very clean power (not very efficient).
Up to you if you want to try an RMA to try your luck at getting a none coil whine prone card.