Preheat oven to 400°F. Place carrots and red peppers (cut side down) on a large baking tray in a single layer. Drizzle some olive oil over the tray and sprinkle some salt.
Roast in oven for 30 mins. Remove from oven. Let the peppers cool, so you can peel the blackened skin. You can also transfer the peppers to a bowl with lid on. Shake and let them rest for 5-10 minutes. This will make it easier to remove the skin.
Remove the bay leaf. Using an immersion blender, blend the soup to a smooth consistency. Add black pepper to taste. Garnish with cilantro and sesame seeds.