Bring a medium pot of water to a boil and blanch the peeled and deveined shrimp for 2 minutes until they turn pink and opaque.
Immediately drain the shrimp and plunge them into a bowl of ice water to stop the cooking process and keep them tender.
Once chilled, pat the shrimp dry and chop them into bite-sized pieces, then place them in a large glass mixing bowl.
Pour the lime juice and lemon juice over the shrimp, stirring well to ensure every piece is submerged in the citrus.
Finely dice the cucumber, Roma tomato, and red onion, then mince the jalapeño after removing the seeds for a milder heat.
Add the diced vegetables and chopped cilantro to the shrimp mixture and toss gently to combine.
Carefully fold in the diced avocado to avoid mashing it, then season the entire dish with sea salt and black pepper.
Cover and refrigerate for at least 15 minutes to allow the flavors to meld before serving chilled.