In the directory boost_1_55_0/libs/python/example/
I used the 1_55 version of bjam you just built while building boost:
../../../b2
This worked out of the box on my (identical) system If you are missing dependencies, the "lazy" way to get them is usually
sudo apt-get build-dep libboost-all-dev
which instructs the package manager to prepare all the build dependencies as if you were going to compile the distribution packaged version of boost. Most often the requirements haven't changed dramatically since the version packaged with your distribution.