In a small bowl, combine the orange and lime zest and juice with the shallot, jalapeño, cumin and ½ teaspoon salt; stir to combine. Roughly chop two-thirds of the cilantro and add it to the bowl; toss to combine, then set aside the citrus mixture.
Pat the shrimp dry. Season all over with salt and the paprika. Heat a 12-inch skillet over medium-high heat until hot. Add the oil, tilt the skillet to slick the bottom evenly, then spread the shrimp in an even layer. (It’s OK if they are a little snug.) Cook the shrimp, undisturbed, for 3 minutes, until just pink underneath. Turn the shrimp over and cook until the shrimp are fully pink all over, with no grey spots, 1 to 3 minutes more, depending on the size of the shrimp.
Remove from the heat onto an empty burner and immediately pour the citrus mixture into the skillet, gently tossing to coat the shrimp, about 1 minute. (The shrimp will continue to cook in the residual heat so you can undercook the shrimp by 30 seconds.) Lightly tear or chop the remaining cilantro, sprinkle on top and serve.