Set your oven rack to the highest position and preheat the broiler to high.
Toss the shrimp with 1 tablespoon of olive oil on a baking sheet, spreading them out into a single layer.
Broil the shrimp for about 4 minutes until they are opaque and cooked through, then remove them from the oven.
In a large mixing bowl, combine the tomatoes, olives, feta, capers, oregano, 2 tablespoons of olive oil, 2 teaspoons of red wine vinegar, and 1 teaspoon of lemon juice.
Add the cooked shrimp to the bowl and toss gently to coat them in the tomato and feta mixture.
In a separate small bowl, whisk together the remaining 2 tablespoons of olive oil, 2 teaspoons of red wine vinegar, and 1 teaspoon of lemon juice to create the dressing.
Place the baby greens in a serving bowl, drizzle with the dressing, and toss to coat.
Top the dressed greens with the shrimp and feta mixture and serve immediately.