Hillary Vaughn and Peter Doocy are first-time parents after welcoming daughter Bridget, they share with PEOPLE

Photo: Hillary and Peter Doocy

Hillary Vaughn and Peter Doocy are officially parents!

The Fox Business reporter and her husband, a Fox News White House Correspondent, welcomed a baby girl on Wednesday, Feb. 1, a rep for the couple confirms to PEOPLE exclusively.

The couple’s daughter, Bridget Blake Doocy, was born in northern Virginia, weighing 8 lbs., 1 oz. and measuring 21 inches. She is the first baby for both Vaughn, 32, and Doocy, 35.

“I didn’t realize this until now, but I’ve been training for motherhood my entire career by trying to get lawmakers on Capitol Hill to respond to my questions. This job isn’t much different,” the new mom tells PEOPLE. “‘Baby Bridget – can you give us a comment? Are you hungry or gassy, or both?’ Trying to get an on-the-record answer is tough!”

Vaughn reveals that her water broke while she was making her way to Capitol Hill, but the expectant mom was “prepared.”

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Hillary and Peter Doocy
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“I knew where all the offices were for senators who used to be doctors. Sen. Barrasso (Wyoming physician of the year) saw me the day before I went into labor and told me to reach out if I ever needed anything. Luckily, I didn’t have to call him to catch the baby!”

“I’ve only been a mom for one week but it’s already the best assignment I’ve ever had. She’s stolen the show!”

Doocy jokes about some of the name suggestions he’s gotten at the White House during his time at press briefings ahead of Bridget’s birth.

“During a briefing last month, the Press Secretary gave me permission to name the baby Karine and I joked we were considering naming the baby after the President: ‘Joe-sephine.’ But we can report here for the first time her name is Bridget Blake Doocy,” he tells PEOPLE.

PHOTO: Hillary and Peter DoocyPHOTO: Hillary and Peter Doocy