You mean like the 'Retiered/Dead' rank (Rank -1) on the Officers (F4) window?
. . . That - now that I think about it - we just got rid of last patch because it cluttered things up and while you may look at it once or twice when an officer dies/retires, after that it gets ignored. Well, that plus the officer/scientist/governor change completely revamped how ranks work.
The Events Window (Ctrl F3) message tells you what the officers current assignment was when he died/retired, so that you may immediately appoint a replacement, though it doesn't mention assignments when the officer is unassigned.