these caterpillars have appeared on the roses, we have never seen them before, how do we deal with them?
Pick them off . You can either drop them in salt water or relocate to a patch of waste ground to grow on.
Rose Sawfly larvae
You can spray with a pyrethrum based spray, or do as fidgetbones says. Sawfly can completely defoliate a plant in a few days so whatever you decide to do do it soon.