Preheat broiler to high.
To make the rémoulade sauce, combine first 9 ingredients in a medium bowl, stirring with a whisk.
Combine shrimp and olive oil in a bowl; toss to coat. Arrange shrimp in a single layer on a baking sheet; broil 3 minutes, turning once after 2 minutes. Serve shrimp with rémoulade sauce.
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