They are not quite the same thing. "Muslim" is a straightforward adjective to refer to the religion of Islam and its adherents; "Islamist" is a specific political philosophy which seeks to impose a political and legal system on the workings and infrastructure of a modern state, in which the law of the country is based on, and can enforce, Islamic principles. Thus somewhere like Saudi Arabia could be described as "Islamist" whereas somewhere like Jordan is not. There are various types of Muslim, and they would disagree among themselves about whether it is necessary to be Islamist as part of being a Muslim.