Mo. Rev. Stat. § 104.240

The transportation department employees' and highway patrol 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 had on the executive director or assistant director at his office. All suits or proceedings directly or indirectly against the system shall be brought in Cole County.