In a large saucepan over medium heat olive oil. Add the bell pepper, onion, and celery and saute for 6 minutes, until some of the water cooks out and the vegetables begin to brown, Add garlic and jalapeno and saute for 2 minutes more.
Add the tomatoes and stir to combine. Cook down for 5 to 7 minutes.
Stir in the paprika, cayenne, and salt. Stir to combine.
Add the broth and bay leaf and simmer for 30 minutes, uncovered.
Add the shrimp and cook for 12 minutes more.
Place cornstarch in a small bowl. Use a ladle to spoon some shrimp creole liquid to the cornstarch and whisk until smooth. Add the mixture to the simmering pot and simmer for 3 minutes more until thickened slightly.