It's possible, all sorts of crazy stuff happens to our bodies when our hormones get all wonky from pregnancy. Many women get bad acne, so it's not a stretch to think oily scalp might be related to pregnancy. Try using conditioner only 2 or 3 times a week instead of everyday, and use a clarifying shampoo. You can also get a dry shampoo to use later in the day if you feel like your hair has gotten very greasy. Sometimes washing your hair too much will cause excess oil production too, so you might consider washing with shampoo every other day, and just rinsing in between. Also, you could consult a trusted hair stylist, they may have some suggestions. Do you have long hair? Maybe consider a shorter style?