As Ezequiel said, the font used in more easily changed in a custom style instead of having to edit everything and force a font. You don't have to import the font, it should be available on the clients (and Calibri is everywhere on Windows clients, but still, you better define 2-3 fonts as it's common practice to make sure that the alternative if missing is the one you defined).

And there is no shortcut than deploying a custom style/skin: the lightweight theme editor in the administration page doesn't support setting the font (there is an idea for that that has never been implemented).

Just keep in mind that the custom style/skin will only have effects on "classic": dashboard and analysis. If you used DV it's a totally different story and Publisher also has a different way to handle things.

Just make sure to make your custom style/skin inherit from the correct pre-defined style/skin, so that you only have to define the font part and everything else in inherited from the pre-defined one (a lot less work than having to define everything from scratch).