Melt the butter in a medium saucepan over medium heat. Add the scallion whites and jalapeno and cook, stirring occasionally, until softened, about 3 minutes. Add 1 1/2 cups water, the rice, bay leaf and 1/2 teaspoon salt. Increase the heat to medium high and bring to a simmer. Reduce the heat to low; stir, then cover and simmer until the rice is tender and the water is absorbed, 15 to 18 minutes. Remove from the heat and stir in the greens. Cover and set aside.
Season the scallops with salt and sprinkle one side with the Cajun seasoning. Heat a large skillet over medium-high heat. Add the vegetable oil, then the scallops, spice-side down; cook until browned and crisp, about 3 minutes. Flip and cook until just cooked through, about 1 minute.
Stir the parsley and scallion greens into the rice and season with salt. Serve with the scallops and lemon wedges.