Heat olive oil in a large nonstick skillet over medium heat. Add onion, roasted peppers and garlic. Sauté 2 minutes.
Add chopped tomatoes, capers, cumin and cayenne. Cook for 3 minutes, stirring occasionally. Move mixture to the edges of the skillet.
Add snapper fillets. Spoon roasted pepper mixture over fillets. Cover and cook 10 minutes or until the fish flakes easily when tested with a fork.