Combine vegetable oil and flour in a large stockpot over medium heat; cook, stirring often, until roux is dark brown, 10 to 15 minutes.
Stir onion, celery, green onion, parsley, and garlic carefully into the hot roux; it may splatter. Cook and stir until onion mixture is tender, about 5 minutes. Pour in broth. Season with salt and red chile pepper. Simmer gumbo, covered, until flavors combine, about 15 minutes.
Stir shrimp into the stockpot; cook until pink and opaque, 3 to 5 minutes.
Place 1/3 cup rice into each serving bowl. Ladle shrimp gumbo on top. Garnish with fresh parsley.