Healthy Hair and Skin. Protein is found in shrimp, and this nutrient is essential in protecting the hair, skin, and nails. The most advanced shampoo and lotion products in the world make use of protein in protecting the said parts of the body. Shrimp can also help in preventing anemia, since it is rich in the nutrient vitamin B12, which helps in the production of red blood cells, while preventing pernicious anemia. Shrimp is also rich in iron, an essential nutrient that the body uses in producing energy and sustaining of vitality.