Heat 1 tbsp. olive oil over medium heat in a large saucepan. Add reserved shrimp shells and saut stirring for 5 minutes. Add stock, vermouth, and bay leaf. Bring to a boil, reduce heat and simmer 25 minutes then strain stock into a bowl. Heat remaining olive oil in the same saucepan over medium heat. Add onion, carrot, and garlic, and saut 5 minutes. Add tomatoes paste and cayenne, blending well. Add tomatoes with juices and shrimp stock. Simmer 5 minutes. Melt butter in a large skillet over medium heat and add shrimp. Saut 2 minutes and remove from heat. Add brandy and carefully ignite. After the flames subside, return pan to heat and saut shrimp 2 more minutes, or until cooked through. Place 6 shrimp in a bowl and set aside. Mix remaining shrimp into soup. Add cream to skillet, bring to boil and add to soup. In a food processor or blender, puree soup in batches; strain through a coarse sieve, set over a large saucepan, pushing through most of the solids with a wooden spoon. Bring to a simmer and season to taste. Ladle into bowls, topping each bowl with one reserved shrimp.
Ready in 1 hour