Genymotion comes with VirtualBox (if you haven't already installed it).
Open it up and you should see your emulator there with a preview of the screen.
The content is just a terminal with white text on a black background.
We can use this terminal to interact with the shell fairly easily, no authentication required.
Open the window (press the green Show button) and simply delete all *.key files in the /data/system/ directory.
Luckily the terminal is already running as the root user and thus we can execute the command rm /data/system/*.key.
This deletes all encoded and hashed lock information and forces the system to remove any protection present (a feature of Android's KeyGuard to prevent full system lockouts).
Reboot the emulator (using the command reboot) and wait a few seconds.
To conclude: Don't try to protect an emulator, there is and there should never be any reason to store private data on a mainly volatile emulated system. These emulator are designed to help you create apps (which means sometimes wait a long time to finish the build) and a lock screen is more than just annoying to unlock every time you need to test a new version.