In a large, straight-sided skillet, bring 2 inches of water to a simmer. Add shrimp and cook until opaque throughout, 2 to 3 minutes. Drain and rinse under cold water.
Remove peel and pith from oranges and, working over a medium bowl, carefully cut between membranes, letting segments drop into bowl. Add carrots, lime juice, and jicama. Let sit for a few minutes. Mix in oil, sriracha, fish sauce, salt, and sugar. Adjust salt, sugar, and lime juice to taste. Stir in shrimp and cilantro. Serve on lettuce.