Mo. Rev. Stat. § 104.530
The Missouri state employees' retirement system may sue and be sued in its official name, but its officers and employees shall not be personally liable for acts of the system. The service of all legal process and of all notices which may be required to be in writing, whether in legal proceedings or otherwise, shall be made on the executive director or in his or her absence, on the executive director's designee at his or her office. All suits or proceedings directly or indirectly against the system shall be brought in Cole County, except that suits or proceedings involving payment of disability benefits may be brought, at the election of the beneficiary, in the county of residence of the beneficiary.
(L. 1957 p. 706 § 3, A.L. 1981 H.B. 835, et al., A.L. 1988 H.B. 1643 & 1399, A.L. 1993 S.B. 88, A.L. 1995 H.B. 416, et al., A.L. 1997 H.B. 356)