Jennifer Jason Leigh, Director Baumbach Wed
updated 09/27/2005 AT 05:55 PM EDT
•originally published 09/27/2005 AT 02:00 PM EDT
The pair exchanged vows in Hollywood over Labor Day weekend.
"I expect to be with her the rest of my life," Baumbach told PEOPLE at the New York Film Festival premiere of his new film The Squid and the Whale, which opens in limited release Oct. 5.
It's the first marriage for both. The couple met while Leigh was starring on Broadway as Catherine in Proof, a role she took on in 2001. The pair currently split time between New York and Los Angeles. "We're New Yorkers with a country place in Los Angeles," Baumbach recently told The New York Times.
The 43-year-old Leigh's credits include 1982's Fast Times at Ridgemont High, as well as Single White Female and Palindromes. Baumbach has directed such films as 1995's Kicking and Screaming and Mr. Jealousy, and he co-wrote last year's The Life Aquatic with Steve Zissou.