Bring a medium pot of water to a boil and poach the shrimp for 2 to 3 minutes until they are pink and opaque.
Immediately drain the shrimp and transfer them to a bowl of ice water to stop the cooking and chill.
Once the shrimp are cold, pat them dry and chop into half-inch bite-sized pieces.
In a large glass bowl, whisk together the lime juice, extra virgin olive oil, chili powder, sea salt, and black pepper.
Add the chopped shrimp to the bowl and toss thoroughly to ensure every piece is coated in the marinade.
Fold in the diced cucumber, roma tomato, red onion, jalapeño, and fresh cilantro.
Cover the bowl and refrigerate for 30 minutes to allow the citrus to infuse the shrimp with flavor.
Gently fold in the diced avocado just before serving to keep it from mashing, then serve chilled.