Hi,

Thank you for your question.  The leaf damage looks like that done by rose slug sawfly.  You can confirm the diagnosis by close inspection of the stems and leaves which should show small 1/2-1" smooth green larvae (caterpillars).  Below I attach two reviews on this insect from the University of Maryland Extension service.  

https://extension.umd.edu/resource/rose-identify-and-manage-problems

https://extension.umd.edu/resource/sawflies

Fortunately, treatment is fairly easy.  If the infestation is light, pick off the larvae by hand and destroy them. They can be dropped into a container of soapy water to kill them. To control heavy infestations, use horticultural oil or spray with spinosad. Target the undersides of the leaves.  In addition, the Missouri Biological Garden has a publication which offers additional chemical treatment measures, which, hopefully will not be necessary.

https://www.missouribotanicalgarden.org/gardens-gardening/your-garden/help-for-the-home-gardener/advice-tips-resources/pests-and-problems/insects/sawflies/rose-and-pear-slugs-sawflies

If you have additional questions, please feel free to contact me.

Bob