Look for something with an IPX 7, IPX 6, or IP57 rating. At IPX 7 the item can be submerged in 3ft of water.
Try the back beat fit line - Wireless Sport Headphones | Poly, formerly Plantronics & Polycom
The 3200 is waterproof: BackBeat FIT 3200 | Poly, formerly Plantronics & Polycom
Something like a JBL Dive is meant to be worn under water - https://www.jbl.com/endurance-headphones-series/JBL+Endurance+DIVE.html