In a large heavy pot, heat the oil over medium heat; add in the onions, celery, bell pepper, and garlic; cook, stirring, until the vegetables are softened, about 3 minutes.
Add in thyme, fennel, bay leaf, salt, pepper, cayenne pepper, and clam juice; stir well; return to a simmer, and cook for about 5 minutes.
Add in tomatoes and tomato paste; stir.
Cover, and cook 15-20 minutes.
Add in shrimp; stir well, and cook just until the shrimp turn pink, about 2 minutes.
Remove the pot from the heat; sprinkle the file powder over the top, and stir gently until the liquid has thickened (make sure you add the file powder to the pot off the heat, or the dish will be offensively stringy).
To serve, spoon about a cup of rice into wide soup bowls and ladle the shrimp over the top.