Interview Question for Analyst at JPMorgan Chase:

put 9 balls in groups of 3.

Split them into two sets of 4 and 1 individual ball. Place the two sets on each side of the balance. If the sets balance out, then the individual ball is the heavier one. If the sets don't balance, then take the heavier set and split it up into two sets of two and repeat.

I believe that an explanation to the solution that Interview Candidate is suggesting can be found here:
http://brainteaserbible.com/snooker-balls-weighing-scales

Split the balls into groups of three, compare two of the groups. If the sets balance then the heavy ball is in the third group, otherwise it is in the group left out. Whichever it is, take two balls from that group to weigh. If they balance, you know it is the third ball, if they don't, you have the heavier ball.