领导者 emphasizes the role of being a leader, while 领导 (lǐngdǎo) alone is used more colloquially and can mean both 'leader' and 'to lead.' In China, calling someone 领导 is a common respectful way to address a boss or superior.
grammar
The suffix 者 (zhě) turns verbs into 'one who does X': 领导者 (leader), 工作者 (worker), 消费者 (consumer), 志愿者 (volunteer).