Pests eating my roses
Without actually seeing the insect I can only make a guess. This is the time of the year that the adult form of the Rose Chafer emerges. They emerge from eggs that are typically laid in sandy soil. However since they can fly, this sandy soil does not necessarily have to be in your yard. As the name suggests, these adults have a strong preference of rose buds and can quickly devastate them. They also like to munch on leaves.
Here are a couple of sites describing this insect, together with some pictures of it, and control procedures: