The pair have been tasked with getting the nation into Euro 2024.
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Sylvinho, who featured 80 times for the Gunners between 1999-2001, has replaced Edy Reja in the dugout at the Air Albania Stadium.
It is his first job on the international stage having previously managed French giants Lyon and Corinthians in his native Brazil.
He has landed an 18-month contract with Albania hopeful he can guide them to a second Euro finals after their first appearance in 2016.
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His compatriot Doriva, who used to play for Middlesbrough, has been named as his assistant, along with City legend Zabaleta in what is his first coaching job since retiring.
Zabaleta played alongside Sylvinho for one season during the 2009/10 campaign as the pair helped City reach fifth spot in the Premier League.
A statement from the Albania Football Federation read: "Albania has reached an agreement with coach Sylvio Mendes Campos Junior to take over the leadership of our national team.
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"Known to the public as Sylvinho, [he] has selected Pablo Zabaleta and the Brazilian Dorival Guidoni Junior [Doriva] as his assistants.
"The agreement between the AFL and the new staff headed by Sylvinho foresees an 18-month duration until the end of Euro 2024 and the financial aspect will be based on the results and the achievement of the objectives.
"The agreement has at its core the achievement of the only objective that Albania has in these qualifiers, the qualification for the finals of Euro 2024.
"In the event of the achievement of the objective, it has been agreed that the coach and his staff will benefit from significant bonuses."
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Albania have two Premier League players in their squad - Chelsea striker Armando Broja and Brentford's back-up goalkeeper Thomas Strakosha.
The Eagles narrowly missed out of World Cup qualification for Qatar after coming third in their group behind England and Poland.
They finished two points behind group runners-up Poland, despite managing to win six out of their ten matches.
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And they will once again battle Poland after being drawn alongside them in their Euro 2024 qualifying group along with Czech Republic, Moldova and the Faroe Islands.