Mosquitoes are not attracted to light. They are attracted to the carbon dioxide that we exhale, so if you don't want to attract them then don't breath!
Citronella torches and candles work well if you have them all around the perimeter of the pool and there are propanes driven mosquito attractors that you can use to keep them away from the pool. They aren't cheap but they do work!
I have to echo the bats being a problem more than mosquitos with the light. But then again, the bats are only there to eat the mosquitos so maybe it isnt a problem after all, but they(the bats) sure do like it when the light is on at night. I don't think you will have to worry too much about mosquitos, heck, just get back in the water since they can't bite under water.
Install the lights and see how it goes.......you may not have many mosquitos at all to deal with and may not ever see a bat swooping the light. I had bats last summer at night swimming several times but haven't seen one yet this summer swimming after dark--granted I've only done that 2 or 3 times.