Preheat the oven to 350F.
- In a large nonstick skillet, heat the oil. Add the chicken and sprinkle with the paprika, salt and pepper; cook, turning frequently, until browned, 8-10 minutes. Transfer the chicken to a shallow 2-quart casserole.
- In the skillet, combine the bell pepper, celery, onion and garlic; cook, stirring frequently, until softened, about 4-5 minutes.
- Stir in the tomatoes, broth, and 2 tablespoons water; bring to a boil.
- Remove from the heat; stir in the rice, capers, oregano, saffron and bay leaf. Transfer to the casserole.
- Cover and bake 25 minutes; stir in the peas and roasted peppers. Cover and bake until the liquid is absorbed, about 15 minutes longer; discard the bay leaf before serving.