The electrical load, if it is not at 0 K, will also generate noise current through the coil, which will produce a magnetic field, which will do work on the magnetic particle, which will then transfer energy back to the particles of the fluid that it interacts with.
Ultimately, if the fluid is hotter than the load, energy will transfer from the fluid to the electrical load. If the load is hotter than the fluid, energy will transfer from the load to the fluid. Exactly as the second law of thermodynamics leads us to expect.
In comments you added,
But let's simplify this example, we remove the coil and leave only oil and magnetic particle. This particle will be moving infinitely, getting its energy from heat motion. Isn't it a violation of a 2nd law?
In a lossless environment, it doesn't violate the 2nd law, and we don't consider it a perpetuum mobile, simply because an object remains in motion indefinitely. Indeed, any object that is perpetually stationary in one inertial reference frame is in perpetual motion in some other inertial reference frame.
The system is only considered a perpetuum mobile if we can extract energy from it indefinitely.
In your system, the velocity of the particle is non-zero, but it does not grow indefinitely as even if the particle obtains a high velocity it will soon lose that energy due to further collisions with the surrounding particles. If we were to somehow extract energy from the particle when it obtained high energy, then we would ultimately cool the surrounding medium and reduce the energy possible to be extracted in the future. Thus this is not a perpetuum mobile.