Slot filling is a critical task in natural language understanding (NLU) for dialog systems. State-of-the-art approaches treat it as a sequence labeling problem and adopt such models as BiLSTM-CRF. While these models work relatively well on standard benchmark datasets, they face challenges in the context of E-commerce where the slot labels are more informative and carry richer expressions. In this work, inspired by the unique structure of E-commerce knowledge base, we propose a novel multi-task model with cascade and residual connections, which jointly learns segment tagging, named entity tagging and slot filling. Experiments show the effectiveness of the proposed cascade and residual structures. Our model has a 14.6% advantage in F1 score over the strong baseline methods on a new Chinese E-commerce shopping assistant dataset, while achieving competitive accuracies on a standard dataset. Furthermore, online test deployed on such dominant E-commerce platform shows 130% improvement on accuracy of understanding user utterances. Our model has already gone into production in the E-commerce platform.