You have nine balls all of which look identical but one is slightly heavier than the rest...

..You can't tell which is the heaviest by lifting them. You have a set of scales in front of you which you are allowed to use twice. How do you work out which ball is heaviest?"

And the answer was:

I replied "You split the balls into three groups of three. You then take two sets and place them on the scales. If they are the same weight you know that the heavy ball is in the set not on the scales. If one set is heavier you know the heavy ball is in there. You discard the two sets of equal weight. Take two balls from the final set and place on the scales. If they weigh the same, you know the heavy ball is in front of you. If one weighs more you know that is the heavy one."

Additional information

This was asked during an interview for a fund manager's assistant. The candidate got the job.