Preheat your oven to 400°F (200°C). Place the shucked corn on a baking sheet and roast for 20 minutes, turning halfway through.
Once the corn is roasted, let it cool slightly and then cut the kernels off the cob.
In a large pot, heat the olive oil over medium heat. Add the diced onion and cook until translucent, about 5 minutes.
Add the minced garlic and cook for another minute.
Add the roasted corn kernels, vegetable broth, salt, and black pepper. Bring to a boil, then reduce the heat and simmer for 15 minutes.
Using a blender, puree about half of the soup to create a creamy texture, then return it to the pot.
Stir in the heavy cream and lime juice. Simmer for another 5 minutes.
Serve hot, garnished with chopped cilantro.