Can you please tell me what is causing this and what I can do to correct it?
It is very difficult to determine exactly what the problem is with your rose from this single picture of a leaf. Assessing the whole plant for damage to other leaves, canes and flower buds, as well as looking closely for insects, would help determine whether this is a disease problem, an insect infestation or an environmental issue. I would urge you to take a comprehensive look at the whole plant to judge its overall health and make note of other damage in order to determine a diagnosis. From there, you can plan the best form of treatment/management.
That being said, there are many diseases and insects that roses fall prey to, see lists below:
Diseases: Powdery mildew, Botrytis blight, Downy mildew, Rust, Black Spot, Anthracnose and Verticillum Wilt.
Insects: Aphids, Thrips, Spider Mites, Beetles, Caterpillers, Rose Slug/Sawfly and Mites.
Below you will find two links, which may help you in determining what is causing your rose problem.
www.ipm.ucdavis.edu/PMG/PESTNOTES/pn7463.html
extension.illinois.edu/roses/disease.cfm
Also, I have included a link to Landscape Ontario, where you can read about general rose care.
https://landscapeontario.com/rose-care-throughout-the-year