Bees

There is probably a hive or hive "start up" near. If this is your private pool I can only urge you to contact a local beekeeper. Please do not gas a hive you may find.
Bees are terribly important for the environment AND agriculture and they have been going through a rough couple of years. In many regions beekeeper have lost most of their stock to colony collapse and would be HAPPY to take an intact hive off your hands.
Bees sometimes build hives in the walls of homes. If you suspect this, you will need a professional exterminator to remove them.
Good luck!

If it is a public pools, it is probably all the snack people bring attracting the bees. If not, they are just waking up from hibernation and looking for a new home. They are probably looking for some place cool and the area around the water would be cool.

Bees will be attracted to scent and they also like the color black. So if your hair is black, they will be attracted. As well, they have pheromones so they can smell the scent of the other bees which may have been killed by some of the other pool guests. That will anger hem and make them come after you. Either there is a colony or they are just passing through.

Before you do anything be sure you cannot just live and let live. Some people are really scared of bees but honestly honey bees a not aggresive. If you mind your own business they'll mind theirs. If the problem is really extreme please call a beekeeper not an exterminator. The honey bee population is in dire jeopardy right not. We need them to pollinate crops, they are vitally important to the environment. In our area beekeepers will come out for free and relocate the hive. See if you can find someone who keeps bees in your area for advice.