Leafcutter bees by the looks of it, as the comment above says - these are bees which live in solitary splendour rather than together in a hive, and usually do not sting. They cut the leaves in this way in order to roll them up to house their young, so they're not eating the leaves, but using them for reproductive purposes. You seem to have a lot of them, because there are so many cut areas, and roses are one of their favourite leaves to use.
There isn't really a solution to this problem I'm afraid, because the bee comes, cuts some leaf, flies off again. Your rose, whilst not looking great, won't be killed by this activity unless all the leaves constantly get destroyed, and it will recover over time; when you deadhead the roses, take around 6 inches of stem (if they're long enough, 8-10 inches if the rose is larger and in the ground) with the flowerhead/s and that should help remove some of the damaged leaves. https://www.gardeningknowhow.com/plant-problems/pests/insects/leaf-cutter-bees.htm
Unfortunately, you do seem to have a lot of these bees around because the damage is quite extensive; other than covering your roses in fine netting, I can't think of another way to reduce the bees' activity.