Meh, a defensive nature is best as Umbreon is a defensive Pokemon.
Special Defensive Wall
Careful (+sp.def, -sp.atk)
OR Calm(+sp.def, -atk)
If you are using physical moves go for Careful and if special moves then go for Calm.
Defensive Wall
Impish (+def,- atk)
OR Bold (+def, -sp.atk)
Hope I helped!