Seth Kelly, chief investment officer of the $8.2 billion Missouri State Employees' Retirement System, Jefferson City, resigned from the pension fund Dec. 3.
Shannon Davidson, deputy CIO, is serving as interim CIO, said Candy Smith, spokeswoman, in an email.
Ms. Smith said she had no further information on the reason for Mr. Kelly's departure.
A search for a permanent replacement will begin in January.
Mr. Kelly has been CIO since 2016 when he replaced Rick Dahl, who retired after 21 years heading MOSERS' investment department.
Mr. Kelly could not be immediately reached for comment.