That is an earwig. There really isn't to much you can do about them. Where there is one there are hundreds. They are largely decaying matter eaters. You could plant a few petunias to them busy. They love living in daylilies. They don't bother the flower but do clean up duty on the dead leaves and wasted flowers. Praying Mantis and spiders will eat them.

Pretty damning evidence when he's found napping in this devastated rose. Tonight with a flashlight I'll confirm it's him doing damage. Thanks for the reply.

I see earwigs in our blooms every year but never seen damage like that... Researching I found earwigs do eat blooms on occasion... Personally I've never seen it happen here though...

Earwigs eat aphids so I let them be here...

Our 3/4" curled rose slug can cause damage to blooms and damage looks similar to your bloom pic...Grasshopper also...

Here are some things you can try in this link:

http://gardening.about.com/od/insectpestid/qt/Earwigs-in-the-garden.htm

Earwigs are indiscriminate eaters. Omnivores so to speak. Not sure why they don't bother my rose flowers. Perhaps because there is so much else for them to eat here. They will eat mites and aphids and thats good. But I've watched them at night devouring petunia flowers. They certainly are capable of eating roses if thats what they wish to do.

If you find individual bugs that have developed a taste for fresh petals rather than decaying matter just pick them up and squash those and leave the ones in the compost and mulch alone.

I now believe the earwig only sleeps inside the rose petals; the damage is being done in the early budding stage of the flower and it is a gouged cut. Naturally when the flower blooms the ends of the petals look like my photo. So, I'm going with snails now! Either way, it's Death In The Garden for somebody.

If you can't find him in the evening. Try checking on a cool damp cloudy morning If it's a worm like creature ie. curled rose slug or cutworm etc. They usually stay on the plant longer and easier to find. Cutworms like to hide under low growing plants if the soil is moist. I found a cut worm family under my alyssum. They had been eating all the blooms on Polar Express. Caught one on the rose on a cool morning. Then searched for more.