We report on the growth and functional characterizations of epitaxial thin films of the multiferroic YMnO3. We show that using Pt as a seed layer on SrTiO3(111) substrates, epitaxial YMnO3 films (0001) textured are obtained. An atomic force microscope has been used to polarize electric domains revealing the ferroelectric nature of the film. When a Permalloy layer is grown on top of the YMnO3(0001) film, clear indications of exchange bias and enhanced coercivity are observed at low temperature. The observation of coexisting antiferromagnetism and electrical polarization suggests that the biferroic character of YMnO3 can be exploited in novel devices.