Remove the shrimp heads and set them aside, then peel the shrimp and devein them (take out the intestine).
Heat a couple of tablespoons of olive oil in a medium frying pan, then sauté the shrimp heads for a few minutes, allowing them to release their flavor.
Remove the heads from the pan and sauté the diced onions and carrots until they start to brown, about 10 minutes.
Add the celery, fennel, and tomato paste, and sauté for a couple of minutes, then add the brandy and the herbs and sauté for about a minute to evaporate some of the alcohol.
Add the diced tomatoes and bring to a simmer, then add the fish stock and simmer until the liquid has reduced by one-third. Remove the bay leaves.
Add high-quality chickpeas to the pot and cook over low heat for 10 minutes.
In the meantime, toss the raw shrimp in olive oil with a pinch of salt and pepper. Sauté in a separate pan over medium-high heat until they're just cooked, then remove them from the heat.
You can either chop up and add the sautéed shrimp directly to the pot, or you can add a few jumbo shrimp to each person's dish in a more decorative way.
Season the stew with salt and pepper before serving. Enjoy!