In a large skillet, heat 1 tablespoon olive oil over medium heat. Add onion and bell peppers and sauté until tender, about 5 minutes. Stir in garlic and corn and cook for 1 minute more. Transfer vegetables to a bowl.
Add remaining 1 tablespoon oil to pan. Add shrimp in a single layer and season with salt, pepper and Cajun seasoning. Cook until pink, about 1 to 2 minutes per side.
Add vegetables and lemon juice and toss until combined. Garnish with parsley before serving.