I made this gif using photoshop. 

First, I made the background

Then using a especial brush in photoshop i made two differen layers of rain and alernated between those two through all the gif to give the raining effect.

I also used this metod with the light of the poster.

Then, i drew the figure of the person in different positions. First, holding the umbrella, and made it last two frames.

Then, opening the umbrella which lasted one frame

Then, i made one with the umbrella opened and made it smaller in the following three frames, to make it look as if they were walking forward

Then I made one facing left and moved it in the rest of frames to give the effect of movement till the figure moves out of our sight.