It sounds to me that possibly you have a better setup than I do... I don't know, but something tells me that you are using the ASIO driver because of your keyboard and you have the best of both worlds (audio and midi [both] over USB).
If that is the case, you might have looping issues with how you have set up Reaper...
Note: Now I am going to have to take a look at your manual and see what's up.
Notes:
Important! If you are using a DAW with this instrument, set the Audio Loop Back (page 69) to OFF.
Page #47: It appears that you can send and receive both midi and audio over the USB cable. I wish Yamaha was this smart when they designed the Genos.
You've got it made and don't require anything more than what you already have with no additional cables required!
If you are still having trouble setting up Reaper let me know, but it should be straight forward AS LONG AS Audio Loop Back is turned OFF. Otherwise you will have an audio feedback loop, and could possibly mess up some equipment.