Preheat oven to 400 degrees F.
Add tomatoes, onion, green pepper, jalapeño (if using), garlic, tomato paste, salt, pepper, olive oil, and cumin to a 11x7 oven-safe dish.
Stir together and bake for 30 minutes.
Once cooked, burst the tomatoes with a fork and stir.
Add uncooked shrimp, then bake for another 8-10 minutes (or until shrimp is fully cooked).
Sprinkle in the fresh parsley.