Leading is less about the quality of player (tho higher profile makes it easier) but about personality and the willingness to communicate, set an example and all around be direct and noticeable mark on your teammates, hold them accountable or encourage them etc. Its not even about age either, tho its more rare for young players and something you grow into, depending on your leadership style (vocal or not, setting high professionalism standards etc).
For example for Juve Bonucci has the capitano arm band on the field, and after him Dybala, but visibly and directly neither seem as leaders at all, just players who have the armband for seniority (Chiellini and Gigi are natural leaders, but rarely play for different reasons). While it goes without saying Ronaldo is an active leader who inspires them (despite his sometimes selfish ways on the pitch lol, is huge for them off it too). And despite being the youngest of the team, the most natural leader characteristics are displayed by this kid, who does this pretty much every game (and was same in Ajax and Holland NT), natural officer lol:
For Inter Handa defenitely seems like the most natural leader out there for you, tho its harder for a goalie to actively do so like an outfield player would. More of commanding the defence. Brozo is good example of a steady presence on the pitch, but generally most of your squad seems more like players who are in even keel then someone who naturally takes charge. Lukaku speaks well in interviews, but havent noticed the tendency to take on that extra responsibility on the pitch.