0-#3 buckshot, esp if when they're in the water. Get within 20 yards or use a rifle. Shots that hit water at 15^ or greater angle are unlikely to ricochet, thought that's not a recommendation to use anything but a shotgun.

rolleyes

I've used a Remington 12 Ga 42-pellet #4 buckshot load on a 45 yd shot to take a rat that had just stepped onto a feeding bed. Two shots, and only one from the first of them (metal detector & dressed for cat food) had caught the little monster in the eye while quartering to.
I do my best to trap invading muskrats, from the water out of a 15' canoe, but not across shallow flats of cattails to all denning entrances. 'Banks' along sandy shore are only distinct where willow roots hold them together, but willows and olives (working on that w/newest grapple} block shore line access most everywhere even near where they travel or frequent.
These largest of NA weasels (your)and rodents (my) have thick, felt-like fur that is not easily penetrated esp when aswim. They can dive & travel crazy distances while remaining underwater for 3-4 minutes at the mere click of a safety. If spooked by land critters, they just switch to more feeding in lowest light or by night.
Shooting either from shore is possible depending on swimming patterns and gaps in brush, or constantly alarmist RWBBs that blab your presence like bluejays, but then won't shut up.

Did I say you have to use SG from close up, even on cat-sized rodents? Gunning for one this week. Using the Benelli (M-2 Field 26" camo) and an old Rem goose load I have much of left. (PRHSNHV12M2) It's only 1 1/4 oz, but #2 'Hevi-Shot' rated at 1450fps. The load worked very well on snows over dekes on those madhouse management hunts.
If you plan to use a .22 LR practice 'grouping' a three shot burst. At the first reaction their body rolls a tad above the surface as they nose-dive. If you miss the head shot (our scopes are > 1" off at 10 yd) you hope to get a body hit. We've shot muskrat that didn't mind us at 175y shooting away. My cousin got one at 192 yd the day he bought his Model 700 (.30-06). I kidded him when sighting-in. I said 3'' high. Bang-flop. I got one once at 180 yd with the 10/22 and Mini-Mag HPs. We were both high-hoping our shots. I have a pic of Micah and his result somewhere.