In a large pot, steam the Shrimp, shell-side down, in salted water for approximately 3-4 minutes or until they are cooked through. Using tongs, transfer the shrimp to a plate and allow to cool. Reserve the steaming liquid for the stock.

When the shrimp is cool enough to handle, peel the shrimp and set aside.

In a large pot, heat the olive oil over medium-high heat. Add the onion and cook until translucent. Add the fennel and cook until softened. Stir in the garlic and continue cooking for 1 minute. Add the tomato paste and cook until it the mixture becomes a deep burgundy color.

Remove the bay leaf from the broth. Blend the mixture with an immersion blender until smooth. Stir in the lemon juice and cream.

Chop the shrimp into bite size pieces and divide among your soup bowls. Ladle the soup over the shrimp and serve immediately. Garnish with fennel fronds, if desire