Hello.
As stated by the previous answer, ethyl cellulose isn't a natural polymer though its synthesis involves cellulose (obviously). Are you asking the question because you want to find a natural alternative to ethyl cellulose?
I can think of some natural polymers that are water-insoluble. Gutta-percha, lignins, cellulose itself of course, shellac (in some pH ranges)... but a lot of these will be ethanol-insoluble. Shellac might be an interesting choice, depending on what you want it for.