Hmm... Mine makes a noise when I shut it off also. But it would be hard for us to really pin point what it is. If its bothering you, could you make a video of it?
The only other thing I can suggest is having someone shut the car off while you investigate where the noise is coming from. If you are having trouble hearing it out side the car, I like to use a mechanics stethoscope. They work great for tracking noises.