jdt,
Going through the same thing now with my new pool. The previous occupants of the house I bought didn't change light bulbs (I replaced literally 30 bulbs that were burned out) so I think that's the problem. But like Mike said, the switch could be anywhere. I found an Intermatic switch on the patio around the corner from the pool that I think operates the light hidden behind a plastic storage box!
As an aside, I couldn't find a switch for the outdoor lights next to the pool and found there were switches in the flower beds (they looked like regular outdoor outlets).
I decided I'm going to replace the bulb and eliminate that variable on mine and then see if any of the switches to anything.