Jane Street is noted for its use of OCaml, so it's interesting to see that their researchers do indeed use Python (judging from the code in that post, at least).
Although it seems to be an OCaml binding into TF, rather than a native implementation.
There’s a similar tch-rs project wrapping libtorch, and in general, deeclaring neural networks is particularly intuitive in functional languages.
There is a project that aims to bring NN/ML/DL/RL (along with other scientific computations) in the OCaml world - Owl[1]. They also have a list[2] of the potentially interesting ideas for new contributors to take.