There are several perennials you can plant near roses to help to deter Japanese beetles.  Unfortunately, there is not any plant that will guarantee the beetles will leave them alone.
You may try catmint and perennial varieties of geraniums. The smell seems to be a deterrent. Herbs with strong scents, such as thyme, parsley, rue, chives, garlic, and oregano are also good choices.  In addition, some of these plants may attract beneficial insects to your garden and they can be used  to prepare delicious culinary dishes.

These plants should be planted close to the roses and suit the sun, moisture, and soil conditions in your garden.

If you are not already hand picking the insect off the roses, you my want to try shaking the insects into a pail of soapy water.  It is best to remove them in the morning because it will prevent them from congregating on the plants later in the day. Japanese beetle traps are not recommended because it has been shown that they attract more pests than they capture.

Hopefully, you will have success with some of these ideas.