Preheat the oven to 350°. In a food processor, combine the parsley, cilantro, garlic, lemon juice, jalapeño, pimentón, saffron, 1 teaspoon of salt and 1/4 teaspoon of pepper; process until chopped. With the machine on, slowly add the olive oil and process until emulsified.
Season the swordfish with salt and pepper. In a glass baking dish, pour the marinade over the fish; turn to coat. Bake the fish for 18 to 20 minutes, or until just cooked through. Transfer to a platter, spoon the marinade on top and garnish with the olives and lemon slices.