This is an herbaceous perennial, so had the winter not been so mild, it may well have disappeared below ground by now. If it doesn't do that at all because it doesn't get cold enough, just cut down around March, assuming we're not under a foot of snow by then.

I either cut mine down in the autumn or in spring. depending when they have died down.

Thanks for your answers. I will wait to cut them back as they are still very green and alive.