Before you decide to divide the grass, you need to take measures to help it survive the winter, in a container, on your roof.

The common understanding is that plants in containers can lose up to two zones of hardiness.

You list your zone as 7, although Brooklyn is generally listed as 6 (a or b). You know your microclimate better than I do, but if is really a zone 7, you are still on the edge with this grass.

'Cabaret' is listed as zone 5 hardy in the ground. Miscanthus var. condensatus cultivars are thought to be less hardy than other Miscanthus cultivars.

I'm in a warm zone 7, and have lost grasses rated to zones 4 and 5, when wintered in containers.

At the very least, I would find a much larger container, and nestle this grass and its container into it, with some serious insulation between the two pots. Then wrap the whole shebang in a heavy duty garbage bag, filled with dry loose insulation over the top of the plant's crown. Cut the foliage down first, in late fall.

Another option, if you have electricity up there, is a heating cable around the container. Thermostatically controlled heat cable or tape, like that sold for plumbing pipes, will keep the root mass from freezing solid.

If the plant survives, you can decide to divide or not in late spring, after you see how large the renewing crown is going to be. If the crown looks like it's going to fill the pot, you'll need to pot it on anyway, and it would be a good time to divide.