Bring a large pot of salted water to a boil and prepare an ice bath in a medium bowl.
Add the shrimp to the boiling water and cook for approximately 2 minutes until pink and opaque, then immediately transfer to the ice bath.
Once the shrimp are completely cooled, drain them well and chop into bite-sized pieces if they are large.
In a large glass mixing bowl, whisk together the juice from the two limes, olive oil, chili powder, sea salt, and black pepper.
Finely dice the red onion, cucumber, roma tomato, and jalapeno, ensuring you remove the jalapeno seeds if you prefer less heat.
Add the chilled shrimp and the diced vegetables to the lime marinade, tossing thoroughly to ensure everything is coated.
Gently fold in the diced avocado and chopped cilantro, being careful not to mash the avocado pieces.
Cover the bowl and refrigerate for at least 30 minutes to allow the citrus to marinate the ingredients and the flavors to meld before serving.