Heat oil in heavy large pot over medium heat. Add carrots, zucchini, eggplant, onion, jalapeno, and garlic and sauté until almost tender. About 5 minutes. Add oregano, cumin, cayenne and bay leaf and stir until fragrant, about 30 seconds. Add tomatoes with juice, stock and lentils. Bring mixture to a boil. Reduce heat: simmer uncovered until lentils and vegetables are tender about 40 minutes. Season to taste salt & pepper.