Capsaicin is the chemical agent in peppers (not the seeds) which stimulate tissue and fake the brain into thinking there is pain. No doubt the pain is real though!

Milk, baking soda paste and honey do a good job removing the sting from the fingers and face, but trace amounts of Capsaicin will remain on the fingers even after dozens of hand washings.

Advice from a Bio-Chemist at Michigan State University is to wash the hands in alcohol. Please be aware that this will only help to a certain degree.

Ultimately you will need to wait for the skin to slough off the microbes of Capsaicin.