We demonstrate that the exact non-equilibrium steady state of the one-dimensional Heisenberg XXZ spin chain driven by boundary Lindblad operators can be constructed explicitly with a matrix product ansatz for the non-equilibrium density matrix where the matrices satisfy a {it quadratic algebra}. This algebra turns out to be related to the quantum algebra $U_q[SU(2)]$. Coherent state techniques are introduced for the exact solution of the isotropic Heisenberg chain with and without quantum boundary fields and Lindblad terms that correspond to two different completely polarized boundary states. We show that this boundary twist leads to non-vanishing stationary currents of all spin components. Our results suggest that the matrix product ansatz can be extended to more general quantum systems kept far from equilibrium by Lindblad boundary terms.
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