Using a paring knife, remove outer peel and bitter white pith from lemon; discard. Cut in between membranes to remove lemon segments, and discard membranes. Cut segments into ¼-inch pieces; remove and discard seeds. Set lemon segments aside.
Sprinkle scallops evenly with ½ teaspoon salt and ¼ teaspoon black pepper. Heat oil in a large nonstick skillet over medium-high. Add scallops; cook until well seared and golden brown on bottoms, about 3 minutes. Flip scallops; cook until just opaque throughout, 2 to 3 minutes. Transfer scallops to a platter, and cover with aluminum foil to keep warm. Wipe skillet clean.
Add butter to skillet, and melt over medium-high. Add capers and jalapeño; cook, stirring often, until sizzling and fragrant, about 1 minute. Stir in lemon segments, parsley, remaining ½ teaspoon salt, and remaining ¼ teaspoon black pepper. Spoon mixture over scallops. Serve immediately.
