Preheat the oven to 425° with a rack in the middle. Line a rimmed baking sheet with parchment paper.
Place the salmon scale side down and pat dry with paper towels. Drizzle with olive oil and season with salt and pepper.
Cook for about 12 minutes or until the internal temperature reaches at least 145 F.
To make the fennel salad, remove fennel tops. Cut the fennel bulb into quarters and slice thinly. Add to a large bowl with a thinly sliced shallot, juice of half a lemon, herbs, sugar and a splash of vinegar. Toss to combine. Serve on top of fish.