I disagree with 2manybikes 90%. It's not a big problem that it shifts when backpedaling, but it does indicate something is wrong. There's nothing wrong with backpedaling. Bikes are designed for it.

The derailleur is not aligned. Make sure the jockey wheels and the rear sprockets are in parallel planes. Bend the hanger to straighten the derailleur, or have your local bike shop mechanic do it for you. There's a specialized tool for this, and it costs about $85.