Preheat your oven to 400°F (200°C).
In a large mixing bowl, combine the raw shrimp and all the vegetables: broccoli florets, zucchini, onion, bell pepper, and carrot.
Drizzle the olive oil over the shrimp and veggies. Then add the salt, Italian seasoning, paprika, and black pepper. Toss everything together until well coated.
Spread the seasoned shrimp and veggies in a single layer on a large baking sheet.
Place the baking sheet in the preheated oven and roast for about 15-20 minutes until the shrimp turn pink and opaque, and the veggies are tender but still crisp.
Once done, remove the pan from the oven. Serve warm as is, or over a bed of rice or quinoa.