Congratulations!
There are some who say cutting the dead leaves off will not hurt the plant, but for many years it has been said not to cut the leaves off because it will allow water to go down the inner part of the stem and into the tuber,and will rot the tuber. I cut the leaf stems off above the water line to prevent this, and do not have to worry about losing the plant from drowning. Cutting the leaves off and leaving the stem won't hurt either, and then when you get ready to divide the tubers you can cut the stems off.
I raise my lotuses in tubs outside of the pond in large containers, 24" across and 12" deep, filled 1/2 with soil and the rest filled with water, but I am in zone 7. You might have better success getting your plant to bloom if you want to put it outside of the pond where it gets less sun, maybe shade half of the day. Put a pond ground cover in it to help keep from the sun from heating the water as much. Azolla, ductweed or water lettuce work great. In areas where they are legal, you can also use water hyacinth.