By Marco Aquino and Carolina Pulice LIMA (Reuters) -Luis Almagro, the chief of the Organization of American States (OAS), confirmed on Friday that he faces an internal investigation over a romantic relationship with a staff member, but denied it might have violated the organization’s ethics policies. Almagro’s remarks, at the end of the OAS’s annual summit this week in Lima, followed a report by the Associated Press that described a “long-running” consensual relationship with a Mexican-born woman two decades his junior. “My team and I are very calm, because we have always taken the appropriate…