YSK: The oils in hot peppers like jalapenos or habaneros are alcohol and fat soluble. To get peppers oils off your skin first apply olive oil or vegetable oil to the affected area for about 10 minutes or so, wipe off, then swab with rubbing alcohol.
from /r/YouShouldKnow
YSK：像墨西哥辣椒或哈瓦那辣椒中的油是酒精和脂肪可溶的。要想把辣椒油从皮肤上去除，首先将橄榄油或植物油涂抹在患处约10分钟左右，擦掉，然后用酒精擦拭。