The White House budget director, who recently announced his engagement to an ABC News reporter, is the father of a baby girl born to his ex girlfriend less than two months ago, the New York Post reported, citing unnamed inside sources.

Sources told the Post that Budget Director Peter Orszag dumped his ex, Claire Milonas, to marry ABC reporter Bianna Golodryga, though another source said he and Milonas were no longer together when he met Golodryga at the White House correspondents dinner.

Milonas, a Greek shipping heiress, gave birth to Tatiana Zoe on Nov. 17 in New York.

Orszag and Milonas responded to the rumors about the baby with a written statement to the New York Post: "We were in a committed relationship until the spring of 2009. In November, Claire gave birth to a beautiful baby girl. Although we are no longer together, we are both thrilled she is happy and healthy, and we would hope that everyone will respect her privacy."

A source close to Orszag told the Post that Milonas and Orszag's relationship was over in March — more than a month before the dinner where he and Gologyrga met.

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