"bake" is 굽다 (빵을 굽다, 고기를 구워서 먹다, 잘 구워진 생선, ...). So you can say 나는 굽는 걸 좋아한다, 나는 굽기를 좋아한다, 나는 굽는 게 특기다 (baking is my specialty), etc.

If you mean home-baking, then we use that word "홈베이킹" Then you can say "저는 홈베이킹을 좋아해요", "제 취미는 홈베이킹이에요" 홈베이킹 means in Korea : baking bread, cookies, cakes (using an oven) someone use the word 홈베이커리, 베이킹 but "홈베이킹" is most commonly used. Some guys don't know this word well. ^^;