Heat oil in a large Dutch oven over medium-high heat. Add onion, bell pepper, ham, and celery; sauté 5 minutes or until onion is tender. Add garlic; sauté 2 minutes.
Stir in parsley and next 4 ingredients (parsley through tomatoes and green chiles). Bring to a boil; reduce heat, and simmer, uncovered, 5 minutes. Add broth and rice; cover and simmer 30 minutes or until rice is tender. Add shrimp; cook 4 minutes. Let stand 5 minutes before serving.