The accurate computational prediction of nuclear magnetic resonance (NMR) parameters like chemical shifts represents a challenge if the species studied is immersed in strongly polarizing environments such as water. Common approaches to treating a solvent in the form of, e.g., the polarizable continuum model (PCM) ignore strong directional interactions such as H-bonds to the solvent which can have substantial impact on magnetic shieldings. We here present a computational methodology that accounts for atomic-level solvent effects on NMR parameters by extending the embedded cluster reference interaction site model (EC-RISM) integral equation theory to the prediction of chemical shifts of N-methylacetamide (NMA) in aqueous solution. We examine the influence of various so-called closure approximations of the underlying three-dimensional RISM theory as well as the impact of basis set size and different treatment of electrostatic solute-solvent interactions. We find considerable and systematic improvement over reference PCM and gas phase calculations. A smaller basis set in combination with a simple point charge model already yields good performance which can be further improved by employing exact electrostatic quantum-mechanical solute-solvent interaction energies. A larger basis set benefits more significantly from exact over point charge electrostatics, which can be related to differences of the solvent's charge distribution.