Celtic have made a brilliant start to the season but Hay thinks there is still improvements to be made.
Celtic have already created a tremendous amount of daylight between themselves and their rivals.
Warburton is preparing his Glasgow Rangers side for the Old Firm Scottish League Cup semi-final on Sunday.
The Scottish Premiership side were thrashed by the Catalan giants.
The 35-year-old has made three appearances for the Scottish Premiership side.
The Hoops face their bitter rivals in the Scottish Premiership in their first game back following the international break.
The right-back left the Scottish Premiership side and joined Championship outfit Barnsley.
The centre-back nearly switched the Scottish Premiership for Serie A.
The Scottish Premiership side travel to Kazakhstan as they continue their quest to reach the Champions League group stages.
Glasgow Rangers boss Mark Warburton has brought the midfielder to Ibrox, and he has taken little time to create some controversy.