These large larvae come in a variety of colours, but I've never seen on with this intense orangey colour. The larvae turn into an impressive looking wasp-like insect. Sawflies are a form of primitive wasp, often mistaken for true wasps, but they cannot sting. To see a photo of the adult male and female: https://pbase.com/laroseforest/image/151600718

I found ten of these larvae on one small willow sapling, about half this colour, the rest a beautiful delicate pink.