What is the name for a torture device that uses electricity to make the victim suffer?

Cattle prod

As the precursor of stun guns, cattle prods also have a wide range of voltage with enough amperage to operate in the same manner as a stun gun does against humans. A stun gun is nothing more than a beefed up cattle prod and both can be used on humans or animals by design.

Wikipedia

You are probably referring to a stun gun:

• A weapon designed to stun or temporarily immobilize a victim, especially by delivering a high-voltage electric shock.

(TFD)

It is picana; the picana is the device used to give an electric shock during electrical torture.It is more painful than burning but unlike burning it does not leave scars and unlike other electric devices it does not stun or kill.

Being a torture victim myself (April-May 1981) and a many-years Amnesty-International-member activist against torture am "familiar" with these issues if you will.In a Jungian synchronicity , during my study in USA when I was still having sleep disturbance due to this profound experience, that good psychiatrist I consulted turned out to be a Jewish survivor of a Nazi concentration camp.